Scholars@Duke

Convexity and Empirical Option Costs of Mortgage Securities

Publication ,  Journal Article
Breeden, DT
Published in: The Journal of Fixed Income
March 31, 1997
Published version (DOI) Publisher Link

Duke Scholars

Douglas T. Breeden
Author Douglas T. Breeden Fuqua School of Business

Published In

The Journal of Fixed Income

DOI

10.3905/jfi.1997.408189

EISSN

2168-8648

ISSN

1059-8596

Publication Date

March 31, 1997

Volume

6

Issue

4

Start / End Page

64 / 87

Publisher

Pageant Media US

Related Subject Headings

  • 1502 Banking, Finance and Investment
  • 1501 Accounting, Auditing and Accountability
 

Citation

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Breeden, D. T. (1997). Convexity and Empirical Option Costs of Mortgage Securities. The Journal of Fixed Income, 6(4), 64–87. https://doi.org/10.3905/jfi.1997.408189
Breeden, Douglas T. “Convexity and Empirical Option Costs of Mortgage Securities.” The Journal of Fixed Income 6, no. 4 (March 31, 1997): 64–87. https://doi.org/10.3905/jfi.1997.408189.
Breeden DT. Convexity and Empirical Option Costs of Mortgage Securities. The Journal of Fixed Income. 1997 Mar 31;6(4):64–87.
Breeden, Douglas T. “Convexity and Empirical Option Costs of Mortgage Securities.” The Journal of Fixed Income, vol. 6, no. 4, Pageant Media US, Mar. 1997, pp. 64–87. Crossref, doi:10.3905/jfi.1997.408189.
Breeden DT. Convexity and Empirical Option Costs of Mortgage Securities. The Journal of Fixed Income. Pageant Media US; 1997 Mar 31;6(4):64–87.

Published In

The Journal of Fixed Income

DOI

10.3905/jfi.1997.408189

EISSN

2168-8648

ISSN

1059-8596

Publication Date

March 31, 1997

Volume

6

Issue

4

Start / End Page

64 / 87

Publisher

Pageant Media US

Related Subject Headings

  • 1502 Banking, Finance and Investment
  • 1501 Accounting, Auditing and Accountability