Hedging Interest Rate and Credit Risk: 3 Essays on Mortgage Backed Securities

Hedging Interest Rate and Credit Risk: 3 Essays on Mortgage Backed Securities

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Hedging Interest Rate and Credit Risk: 3 Essays on Mortgage Backed Securities

Hedging Interest Rate and Credit Risk: 3 Essays on Mortgage Backed Securities
NEWS— Then we propose a hedging algorithm to hedge MBS, based on PA gradient estimators derived upon these PCA factors. Our results show that the new hedgi (Finance)

Source: http://www.ourinvesting.com

Category: Finance

Tagged: mortgage loan securities

Submitted by MsMaulana 1858 days ago

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Hedging Interest Rate and Credit Risk: 3 Essays on Mortgage Backed Securities
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