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Filtering by: Creator Acheampong, Osman K Unit (Department) Mathematical Sciences Publisher Worcester Polytechnic Institute

Pricing Mortgage-Backed Securities using Prepayment Functions and Pathwise Monte Carlo Simulation.

Keyword:

Mortgage-Backed securities

Creator:

Acheampong, Osman K

Advisor:

Vermes, Domokos

Publisher:

Worcester Polytechnic Institute

Date Created:

2003-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences