Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration
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| Format: | Others |
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1996
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| 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. |
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