A fixed-rate mortgage valuation model in three state variables
Andrew L. Brunson; James B. Kau, and Donald C. Keenan
| Year of publication: |
2001
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|---|---|
| Authors: | Brunson, Andrew L. ; Kau, James B. ; Keenan, Donald C. |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 11.2001, 1, p. 17-27
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| Subject: | Hypothek | Mortgage | Finanzanalyse | Financial analysis | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of fixed income |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001595320