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Vermes, Domokos
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Tang, Yuxiao
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Valuation of Mortgage Backed Securities with Prepayment using BDT Model and Monte Carlo Methods
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Masters Theses
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Year
2015
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Creator
Tang, Yuxiao
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Vermes, Domokos
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Vermes, Domokos
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Mathematical Sciences
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Worcester Polytechnic Institute
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Thesis
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