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Acheampong, Osman K
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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
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Masters Theses
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Year
2003
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Creator
Acheampong, Osman K
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1
Advisor
Vermes, Domokos
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Vermes, Domokos
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Unit (Department)
Mathematical Sciences
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Publisher
Worcester Polytechnic Institute
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Resource type
Thesis
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