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Introduction to Securitized Assets
yield modified duration, average life, and the dynamic measures which are typically obtain these in the ... callability features in mortgages you have to use dynamic measures typically obtained by using option-adjusted ...- Authors: David Ingram, Brian Trust, Kamel Bazizi
- Date: Oct 2001
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments