What is the relationship between the value of an MBS and the assumed volatility?
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What is the relationship between the value of an MBS and the assumed volatility?
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The relationship between the value of a mortgagebacked security MBS and the assumed volatility is complex and depends on various factors Here are a fe...View the full answer
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Related Book For
Introduction To Fixed Income Analytics
ISBN: 9780470572139
2nd Edition
Authors: Steven V. Mann, Frank J. Fabozzi
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