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| Tekijä: | Toevs A. |
| Otsikko: | Laser brains rejoice: analytical methods can help shape market equilibrium prices |
| Lehti: | Financial Analysts' Journal
1990 : NOV/DEC, VOL. 46:6, p. 8-10 |
| Asiasana: | MORTGAGES SECURITIES STOCK OPTIONS |
| Kieli: | eng |
| Tiivistelmä: | Assessment of option-adjusted spreads (OAS), related to US mortgage market and risk. Mortgages as largest securities market. Growing parity in market pricing. OAS technology. Market- -weighted average OAS. Estimation risks. OAS estimations that are coupon- -specific. A Table and Figure illustrate the study. |
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