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Lacey, Nelson's
Scholarly Papers
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Total Downloads
1,107 |
Total
Citations
7 |
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Lacey, Nelson University of Massachusetts at Amherst Nawalkha, Sanjay K. University of Massachusetts at Amherst - Isenberg School of Management
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Convexity, risk, immunization, bonds, M-Square, hedging
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Valuing Federal Disaster Loans: A Stochastic Model Approach
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Lacey, Nelson University of Massachusetts at Amherst Kelly, Austin Federal Housing Finance Agency (FHFA) Potter, Mark Babson College - Finance Division
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Posted:
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18 Dec 98
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Last Revised:
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07 Apr 99
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Lacey, Nelson University of Massachusetts at Amherst Kelly, Austin Federal Housing Finance Agency (FHFA) Potter, Mark Babson College - Finance Division
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Lacey, Nelson University of Massachusetts at Amherst Kelly, Austin Federal Housing Finance Agency (FHFA) Potter, Mark Babson College - Finance Division
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3.
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Nawalkha, Sanjay K. University of Massachusetts at Amherst - Isenberg School of Management Lacey, Nelson University of Massachusetts at Amherst
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Duration, interest rate hedging, immunization, term structure, bonds
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4.
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Nawalkha, Sanjay K. University of Massachusetts at Amherst - Isenberg School of Management Lacey, Nelson University of Massachusetts at Amherst Schneeweis, Thomas University of Massachusetts at Amherst - Isenberg School of Management
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bond convexity, M-square, interest rates, immunization, interest rate risk
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Records 1 -
4
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