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Complete Prepayment Models for Mortgage-Backed Securities
(1992)
The estimation of prepayment rates for pools of mortgages is a critical component in determining the value of mortgage-backed securities—MBS for short—and derivative products. This paper discusses the development of ...
The need for cash flow reporting: Greek evidence
(1990)
This study provides empirical evidence on the extent to which Cash Flow From Operations (CFFO) are not proxied by more traditional measures of performance such as Operating Net Income (OPNI) and Working Capital From ...
Financial optimization
(Cambridge University Press, 1999)
Quantitative methods, super computers and AI in finance
(Stanley Thornes in association with UNICOM, 1995)