Author: Fernald, Julia D.

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Mortgage Security Hedging and the Yield Curve

Mortgage Security Hedging and the Yield Curve


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Publication:
Economic Review (Federal Reserve Bank of New York)

OCLC:
2737435, 1569027, 4442350, 1781609

ISSN:
0014-9160, 0147-6580, 0361-9826

Authors:

Date: 1994
Authors: Mosser, Patricia C., Fernald, Julia D., Keane, Frank

Pricing and Hedging of Index Amortizing Rate Swaps

Pricing and Hedging of Index Amortizing Rate Swaps


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Publication:
Economic Review (Federal Reserve Bank of New York)

OCLC:
2737435, 1569027, 4442350, 1781609

ISSN:
0014-9160, 0147-6580, 0361-9826

Authors:

Date: 1993
Authors: Fernald, Julia D.