NYU Faculty Digital Archive
metadata only
Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach
This paper develops a nonparametric, model-free approach to the pricing and hedging of mortgage-backed securities (MBS), using multivariate density estimation procedures to investigate the relation between MBS prices and interest rates. While the usual methods of valuing MBSs are highly dependent on
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Net occupancy rate of bed-places and bedrooms in hotels and similar accommodation (NACE Rev. 2 activity I55.1) by size class#816243
- Hierarchical Bayesian Modelling Improves Microstructural Parameter Mapping in Diffusion and Exchange MRI Data#212942
- Forecasting Bankruptcy More Accurately: A Simple Hazard Model#282985
- Four-Moment Approximations and Fast $p$-Values for BHEP Tests of Multivariate Normality#1129640
- Testing Conditional Stochastic Dominance via Copula Derivatives#1036018
Record · ID 942621
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive