Evaluation of mortgage default characteristics using Fannie Mae's loan performance data
Samit Ahlawat
| Year of publication: |
2019
|
|---|---|
| Authors: | Ahlawat, Samit |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 59.2019, 4, p. 589-616
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| Subject: | Option theoretic | Monte Carlo | Short rate model | Ruthless default | Optimal default | Hypothek | Mortgage | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Zins | Interest rate | Kreditwürdigkeit | Credit rating | Hypothekenbank | Mortgage bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11146-018-9686-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012385085