Indifference valuation of mortgage-backed securities in the presence of prepayment risk
Ti Zhou
| Year of publication: |
2010
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|---|---|
| Authors: | Zhou, Ti |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 20.2010, 3, p. 479-507
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| Subject: | Asset-Backed Securities | Asset-backed securities | Kredittilgung | Loan repayment | Risiko | Risk | Erwartungsnutzen | Expected utility | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008667032