홈 > Term: mortgage duration
mortgage duration
A modification of standard duration to account for the impact on duration of MBSs of changes in prepayment speed resulting from changes in interest rates. Two factors are employed: one that reflects the impact of changes in prepayment speed or price.
0
작성자
- Jessehe
-
(V.I.P) 32013 포인트 - 40.13% positive feedback
