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1. Valuation of Mortgage Backed Securities with Prepayment using BDT Model and Monte Carlo Methods

Palavra-chave:: Monte Carlo mthoed, mortgage backed securities, and BDT model
O Criador:: Tang, Yuxiao
Advisor:: Vermes, Domokos
Editor:: Worcester Polytechnic Institute
Data Criada:: 2015-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences