Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates (Q432394)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates |
scientific article |
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Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates (English)
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4 July 2012
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