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An Investigation of Underwriting Fees for Asset-Backed Securities
Aron A. Gottesman / David Puskar
fixed incomeResource overview

An Investigation of Underwriting Fees for Asset-Backed Securities

Paper2012

by Aron A. Gottesman, David Puskar

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fixed income

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  1. The Bank Account, Short Rate, and the Fundamental Pricing Equation

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  2. DV01, Dollar Duration, and One-Factor Price Sensitivity

    Translate yield movements into first-order price risk.

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