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Pricing of mortgage-backed securities with option-adjusted spread

Publication ,  Journal Article
Xu, E; Liu, JG
Published in: Managerial Finance
1998

Duke Scholars

Published In

Managerial Finance

Publication Date

1998

Volume

24

Start / End Page

94 / 109

Related Subject Headings

  • 1502 Banking, Finance and Investment
 

Citation

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Xu, E., & Liu, J. G. (1998). Pricing of mortgage-backed securities with option-adjusted spread. Managerial Finance, 24, 94–109.
Xu, E., and J. G. Liu. “Pricing of mortgage-backed securities with option-adjusted spread.” Managerial Finance 24 (1998): 94–109.
Xu E, Liu JG. Pricing of mortgage-backed securities with option-adjusted spread. Managerial Finance. 1998;24:94–109.
Xu, E., and J. G. Liu. “Pricing of mortgage-backed securities with option-adjusted spread.” Managerial Finance, vol. 24, 1998, pp. 94–109.
Xu E, Liu JG. Pricing of mortgage-backed securities with option-adjusted spread. Managerial Finance. 1998;24:94–109.

Published In

Managerial Finance

Publication Date

1998

Volume

24

Start / End Page

94 / 109

Related Subject Headings

  • 1502 Banking, Finance and Investment