Complexity in Structured Finance

DOI10.1093/RESTUD/RDX071MaRDI QIDQ5113192zbMATH OpenOpenAlexFDO

Authors Andra C. Ghent, Walter N. Torous, Rossen Valkanov

Publication date 3 June 2020

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/restud/rdx071

zbMATH Keywords

complexityMBS performancesecurity design

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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