Efficient Value-at-Risk estimation for mortgage-backed securities.
(2007)
Journal Article
Han, C., Park, F., & Kang, J. (2007). Efficient Value-at-Risk estimation for mortgage-backed securities. Journal of Risk, 9(3), 37-61
Outputs (2)
Estimating the term structure of interest rates and default risk embedded in Korean corporate bonds. (2007)
Journal Article
Kang, J., Kim, S., & Han, C. (2007). Estimating the term structure of interest rates and default risk embedded in Korean corporate bonds