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
0
Publish Date
2003
Keyword
portfolio risk decomposition , principal components regression , Principal components analysis , mortgage-backed securities
Note
01
Language
انگليسي
Link To Document