44 citations · 44 across the 2 of their papers we have counts for
2 papers
q-fin.RM2021
Pricing and Hedging Prepayment Risk in a Mortgage Portfolio
Emanuele Casamassima, Lech A. Grzelak, Frank A. Mulder +1
Understanding mortgage prepayment is crucial for any financial institution providing mortgages, and it is important for hedging the risk resulting from such unexpected cash flows.…
physics.bio-ph2014★ 44 cited
Cavity as a source of conformational fluctuation and high-energy state: High-pressure NMR study of a cavity-enlarged mutant of T4 lysozyme
Akihiro Maeno, Daniel Sindhikara, Fumio Hirata +6
Although the structure, function, conformational dynamics, and controlled thermodynamics of proteins are manifested by their corresponding amino acid sequences, the natural rules f…