Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration

Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration

Bibliographic Details
Main Author:	Scott, Robert
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.

Similar Items

Option theory for mortgages and mortgage-backed securities.
Published: (2003)

An empirical study of subordination levels in commercial mortgage backed securities
by: Padhi, Romina
Published: (2006)

Modelling of mortgage prepayment and the valuation of mortgage-backed securities
by: Cheng, Yanli
Published: (2011)

The Pricing of Mortgage-Backed Securities
by: Chia-Cheng Hsu, et al.
Published: (2004)

The pricing of mortgage backed securities
by: An-Hsun Lee, et al.
Published: (2005)

RESEARCH IN MORTGAGE-BACKED SECURITIES
by: LIN LI-MIN, et al.
Published: (1993)

Mortgage-backed securities: models of prepayment, an analysis
by: Lassinger, Robert T.
Published: (2014)

Risk Estimation of Mortgage-Backed Securities -Application of Value-at-Risk
by: Chiang, Chang-Wei, et al.
Published: (2000)

The Study of Mortgage Backed Security Pricing
by: CHIEN-HUNG LIU, et al.
Published: (2002)

On pricing the Mortgage-backed securities ─ Application of
by: Lu, Wen-Chieh, et al.
Published: (2000)

The mortgage-backed securities in Hong Kong.
Published: (1995)

An empirical investigation of commercial mortgage-backed securities pricing and the role of the rating agencies
by: Kilgore, Charles Gene, et al.
Published: (2010)

THE EFFECTS OF REGIONAL DIFFERENCE ON THE VALUATION OF MORTGAGE BACKED SECURITIES
by: 王清鴻
Published: (2004)

Option-based valuation of mortgage-backed securities
by: Manola Ana, et al.
Published: (2010-01-01)

Modeling prepayment for mortgage-backed security in Korea
by: Hong, Soo Jeong, active 2013
Published: (2013)

The Pricing and Analysis of Commercial Mortgage Backed Securities
by: Hsin-Tien Wang, et al.
Published: (2004)

The study of the pricing of mortgage-backed securities in Taiwan
by: 葉琇釵
Published: (2004)

Prepayment behavior of Canadian mortgage backed securities
by: Fu, Seung Tak
Published: (2010)

The prospect of mortgage backed security in Hong Kong.
Published: (1999)

Mortgage backed securities by Argentina : an implementation study
by: Badessich, Fernando Andres
Published: (2005)

The Factors of Home Mortgage Prepayments :From the Viewpoint of Mortgage Backed Securities(MBS)
by: Hsu, Shao-Ju, et al.
Published: (2003)

Modern trends in the Russian mortgage-backed securities market
by: M A Davtyan, et al.
Published: (2014-12-01)

Influence of Financial Tsunami towards Mortgage Backed Securities
by: Yung-Cheng Chang, et al.
Published: (2010)

A Study of Financial Econometrics for Mortgage Backed Securities
by: Su-Min Hsu, et al.
Published: (2004)

A Study of the Mortgage-Backed Securities in the United States
by: Yii-Ling Wu, et al.
Published: (2000)

Adjustable-Rate Mortgage Backed Securities-Pricing and Analysis
by: Mei-Chun Chen, et al.
Published: (2003)

A Study of Financial Econometrics for Mortgage Backed Securities
by: Su-Min Hsu, et al.
Published: (2004)

The prospect of mortgage backed securities market in Hong Kong.
Published: (1997)

Determining the efficiency of the GNMA mortgage-backed securities market
by: Clark, Charles A.
Published: (2014)

Pricing A Mortgage-backed Security Using First Hitting Time
by: Chiang, Wen-Liang, et al.
Published: (2013)

Function and Regulation of Securities Dealers
by: Peng,Yu Hua, et al.
Published: (1995)

Security Dealers Herding in Taiwan
by: Shih-Hwa, Lin, et al.
Published: (2010)

Evaluating hedge ratios in the subprime mortgage crisis
by: Wei-His Hsu, et al.
Published: (2010-02-01)

An Analysis of the Impact of Macroeconomics Variable on the Return of Mortgage-Backed Securities
by: Huang, Mu-Chen, et al.
Published: (2018)

A reduced modelling approach to the pricing of mortgage backed securities
by: Rana D. Parshad
Published: (2010-09-01)

A Study on The Real Estate Securitization of Mortgage Backed Securities
by: Chung-Ming Liu, et al.
Published: (2010)

The Study of Mortgage-Backed Securities by Risk Assessment with Banking Industry
by: Shiu-Hui,Liu, et al.
Published: (2008)

On The Practice of Mortgage-backed Securities Issuance─The Case of The U.S. Market
by: Yang, Tsung-yu, et al.
Published: (2001)

Single property commercial mortgage-backed securities : an analysis of the covenants
by: Perkins, John R. (John Richard)
Published: (2012)

Governance issues and default resolution in commercial mortgage backed securities
by: Darling, Jacob A., 1976-
Published: (2005)