[BOOK][B] Collateralized mortgage obligations: structures and analysis

FJ Fabozzi, C Ramsey - 1999 - books.google.com
Financial experts Chuck Ramsey and Frank Ramirez join Frank Fabozzi for the third edition
of Collateralized Mortgage Obligations: Structure & Analysis. Because of the complexity and …

Hedging GNMA Mortgage‐Backed Securities with T‐Note Futures: Dynamic versus Static Hedging

G Koutmos, A Pericli - Real Estate Economics, 1999 - Wiley Online Library
This article proposes a dynamic hedging model for Government National Association
Mortgage‐Backed Securities (GNMA MBSs) that is free of the drawbacks associated with the …

Contributions of The Journal of Fixed Income to MBS Analysis.

FJ Fabozzi - Journal of Fixed Income, 2022 - search.ebscohost.com
Over the past 31 years, The Journal of Fixed Income has published articles that were
primers about the structure and risk characteristics for the growing number of complex …

[BOOK][B] Three essays on mortgage-backed securities: Hedging interest rate and credit risks

J Chen - 2003 - search.proquest.com
Title of Dissertation: THREE ESSAYS ON MORTGAGE BACKED SECURITIES: HEDGING
INTEREST RATE AND CREDIT RISKS Jian Chen, D Page 1 ABSTRACT Title of Dissertation …