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Pricing mortgage-backed securities using prepayment functions and pathwise Monte Carlo simulation.

Thesis (M.S.)--Worcester Polytechnic Institute. / Keywords: Mortgage-backed securities. Includes bibliographical references (p. 56).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/52839707
Date January 2003
CreatorsAcheampong, Osman K.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceLink to electronic thesis.

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