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Filtrado por: Palabra clave Mortgage-Backed securities

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

Palabra clave:

Mortgage-Backed securities

Creador:

Acheampong, Osman K

Advisor:

Vermes, Domokos

Editor:

Worcester Polytechnic Institute

Fecha de Creacion:

2003-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
Risk Measurement of Mortgage-Backed Security Portfolios via Principal Components and Regression Analyses

Palabra clave:

Mortgage-Backed securities, portfolio risk decomposition, principal components regression, and principal components analysis

Creador:

Motyka, Matt

Advisor:

Vermes, Domokos

Editor:

Worcester Polytechnic Institute

Fecha de Creacion:

2003-04-29

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences