A New Strategy for Dynamically Hedging Mortgage-Backed Securities

• 31 May 1995
• journal article
• Published by With Intelligence LLC in The Journal of Derivatives
• Vol. 2  (4) , 60-77
• https://doi.org/10.3905/jod.1995.407919

Abstract

Keywords

• MORTGAGE BACKED
• BACKED SECURITIES
• HEDGING MORTGAGE
• DYNAMICALLY HEDGING
• NEW STRATEGY