Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration
| Main Author: | |
|---|---|
| Format: | Others |
| Published: |
1996
|
| Online Access: | http://spectrum.library.concordia.ca/3399/1/MM18439.pdf Scott, Robert <http://spectrum.library.concordia.ca/view/creators/Scott=3ARobert=3A=3A.html> (1996) Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration. Masters thesis, Concordia University. |
Internet
http://spectrum.library.concordia.ca/3399/1/MM18439.pdfScott, Robert <http://spectrum.library.concordia.ca/view/creators/Scott=3ARobert=3A=3A.html> (1996) Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration. Masters thesis, Concordia University.