ML-QuantSubscribe

SSRNDerivatives & Volatility

MBS Valuation with Portfolio Credit Derivatives

RMBS can be viewed as portfolio credit derivatives.

Featured in No. 3 on 7 Jun 2023

Released
29 Mar 2009
First featured
No. 3 · 7 Jun 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4470293

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page