Exercise 29.2.2 From Exercise 29.1.12, show that the prices of PO and IO strips are extremely sensitive
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Exercise 29.2.2 From Exercise 29.1.12, show that the prices of PO and IO strips are extremely sensitive to prepayment speeds.
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Related Book For
Financial Engineering And Computation Principles Mathematics Algorithms
ISBN: 9780521781718
1st Edition
Authors: Yuh-Dauh Lyuu
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