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Fixed Income Derivatives - Uses and Implications
let's go to a different structure, one that takes care of some of the problems with the CMO tranche: the ... of profits, if not outright loss. How do we take care of that? Well, one thing we can do is buy a floor ...- Authors: Stephen Reddy, John Mulholland, Timothy L Patria
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives