Rebalancing an MSR portfolio hedge with Treasury futures and options
By: Larry Langowski
Contributors: Chicago Board of Trade. Market & Product Development Department
Series: Mortgage servicing rights series -- 3
Publisher: Market and Product Development, Chicago Board of Trade
Published: 1999
Place of publication: Chicago
Language: eng
Number of pages: 13
Subjects: Hedging (Finance); Interest rate futures; Mortgage-backed securities; Options (Finance)
Notes: "MSR: Rebalancing"--Cover.

"April 1999."

Includes bibliographical references (p. 13).