Behavioral value adjustements
Matteo Bissiri and Riccardo Cogo
| Year of publication: |
December 2017
|
|---|---|
| Authors: | Bissiri, Matteo ; Cogo, Riccardo |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 8, p. 1-37
|
| Subject: | Behavioral risk | prepayment | mortgage | MBS | RMBS | XVA | CVA | KVA | credit risk | embedded option | BIS | OAS | IRRBB | Hypothek | Mortgage | Kreditrisiko | Credit risk | Asset-Backed Securities | Asset-backed securities | Theorie | Theory | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024917500509 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011787404