Closed-form mortgage valuation using reduced-form model
Year of publication: |
2008
|
---|---|
Authors: | Liao, Szu-Lang ; Tsai, Ming-shann ; Chiang, Shu-ling |
Published in: |
Real estate economics : journal of the American Real Estate and Urban Economics Association. - Malden, MA : Wiley Periodicals, Inc., ISSN 1080-8620, ZDB-ID 1234653-6. - Vol. 36.2008, 2, p. 313-347
|
Subject: | Hypothek | Mortgage | CAPM | Theorie | Theory |
-
Christopoulos, Andreas D., (2008)
-
Extreme events and the copula pricing of commercial mortgage-backed securities
Liu, Zhan Yong, (2009)
-
Rom-Poulsen, Niels, (2007)
- More ...
-
Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks
Tsai, Ming-shann, (2009)
-
Closed-Form Mortgage Valuation Using Reduced-Form Model
Liao, Szu-Lang, (2008)
-
Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks
Tsai, Ming-Shann, (2009)
- More ...