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Mortgages and Pass-Through Securities | |
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Overview of the Mortgage Market | |
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Mortgage Pass-Through Securities | |
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Securities Backed by Adjustable-Rate Mortgages | |
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Prepayment Penalty Mortgage-Backed Securities | |
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Trading, Settlement, and Clearing Procedures for Agency MBS | |
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Building an MBS Index: Conventions and Calculations | |
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Collateralized Borrowing via Dollar Rolls | |
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Stripped Mortgage-Backed Securities and Collateralized Mortgage Obligations | |
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Stripped Mortgage-Backed Securities | |
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Collateralized Mortgage Obligations | |
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The Effect of PAC Bond Features on Performance | |
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Z Bonds | |
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Companions with Schedules | |
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Inverse Floating-Rate CMOs | |
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Credit-Sensitive Mortgage-Backed Securities | |
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Nonagency CMOs | |
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Securities Backed by Closed-End Home Equity Loans | |
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Securities Backed by Manufactured Housing Loans | |
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Mortgage Credit Analysis | |
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Credit Performance of High LTV Loans | |
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Prepayment Modeling | |
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Overview of Recent Prepayment Behavior and Advances in Its Modeling | |
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GNMA ARM Prepayment Model | |
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The Next Generation of Prepayment Models to Value Nonagency MBS | |
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Prepayment Insight: Saxon Mortgage Home Equity Portfolio | |
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Valuation Techniques, Relative Value Analysis, and Portfolio Strategies | |
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Valuation of Mortgage-Backed Securities | |
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ARMs Analysis | |
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Toward a New Approach to Measuring Mortgage Duration | |
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Duration and Convexity Drift of CMOs | |
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Understanding Inverse Floater Pricing | |
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Uncovering Value in Rotating PSA Environments | |
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Analysis of Low Loan Balance MBS | |
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Analysis of Low-WAC MBS | |
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The Combined Effects of Low WAC and Low Balance on MBS Valuation | |
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Hedging Mortgages with Swaps and Agencies | |
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Hedge Effectiveness: A Study by Price Bucket | |
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Hedging IOs and Mortgage Servicing | |
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Commercial Mortgage-Backed Securities | |
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Commercial Mortgage-Backed Securities | |
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Multifamily Project Securities | |
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Value and Sensitivity Analysis of CMBS IOs | |
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CMBS Collateral Performance | |
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Non-U.S. Mortgage-Backed Products | |
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Mortgage-Backed Securities in Germany | |
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Mortgage-Backed Securities in the Netherlands | |
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Mortgage-Backed Securities in Australia | |
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Commercial Mortgage-Backed Securities in Japan | |