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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