مرکز منطقه ای اطلاع رساني علوم و فناوري - Risk Measurement of Mortgage-Backed Security Portfolios via Principal Components and Regression Analyses

DocumentCode :

20045

Title :

Risk Measurement of Mortgage-Backed Security Portfolios via Principal Components and Regression Analyses

Author :

Domokos Vermes استاد راهنما

University :

WPI

Grade :

نامعلوم

Major :

MS )Mathematical Sciences(

Number of pages :

Publish Date :

2003

Keyword :

portfolio risk decomposition , principal components regression , Principal components analysis , mortgage-backed securities

Note :

Language :

انگليسي

Link To Document :