Sciweavers

11 search results - page 3 / 3
» oas 2003
Sort
View
WSC
2004
13 years 8 months ago
Simulation-Based Pricing of Mortgage-Backed Securities
Mortgage-Backed-Securities (MBS), as the largest investment class of fixed income securities, have always been hard to price. Because of the following reasons, normal numerical me...
Jian Chen