Risk Management for Bonds with Embedded Options
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- Paoyu Huang & Chih-Te Yang & Yuhsin Chen & Yensen Ni, 2023. "A New Look on the Profitability of Fixed and Indexed Mortgage Products," Mathematics, MDPI, vol. 11(17), pages 1-16, August.
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Keywords
bonds with embedded options; nonarbitrage interest rates models; effective duration; effective convexity;All these keywords.
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