Complexity in Structured Finance

DOI10.1093/RESTUD/RDX071zbMath1439.91034OpenAlexW3122387086MaRDI QIDQ5113192

Rossen Valkanov, Walter N. Torous, Andra C. Ghent

Publication date: 3 June 2020

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/restud/rdx071

zbMATH Keywords

complexitysecurity designMBS performance

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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