A Top-Down Approach for Asset-Backed Securities: A...

A Top-Down Approach for Asset-Backed Securities: A Consistent Way of Managing Prepayment, Default and Interest Rate Risks

Jean-David Fermanian
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Volume:
46
Language:
english
DOI:
10.1007/s11146-011-9331-2
Date:
April, 2013
File:
PDF, 629 KB
english, 2013
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