| |
Author  |
Title |
Year |
Publication |
Volume |
Pages |
Links |
|
|
Acheampong, Osman |
Pricing Mortgage-Backed Securities using Prepayment: Functions and Pathwise Monte Carlo Simulation |
2003 |
Worcester Polytechnic Institute |
|
|
|
|
|
Adelson, Mark |
A Journey to the Alt-A Zone: A Brief Primer on Alt-A Mortgage Loans |
2003 |
Nomura Research |
|
|
|
|
|
Adelson, Mark; Hoyt, Elizabeth |
Temporal Aspects of CMBS Downgrades and Surveillance |
2003 |
Nomura Research |
|
|
|
|
|
Adelson, Mark; Jacob, David; Manzi, James; Hoyt, Elizabeth |
ABS Gold Coast Report: Coverage of Selected Sessions of ABS East 2003 |
2003 |
Nomura Research |
|
|
|
|
|
Adelson, Mark; Villanueva, Javier |
Oops… They Did It Again: Jumbo MBS Credit Enhancement Levels Keep Falling |
2003 |
Nomura Research |
|
|
|
|
|
Andersen, Leif; Sidenius, Jakob; Basu, Susanta |
All your hedges in one basket |
2003 |
Risk |
|
67-72 |
|
|
|
Avellaneda, Marco |
Reconstructing Volatility: New techniques for understanding the implied volatility of multi-asset options |
2003 |
New York University |
|
|
|
