Intensity-based valuation of residential mortgages : an analytically tractable model
Year of publication: |
2007
|
---|---|
Authors: | Gorovoy, Vyacheslav ; Linetsky, Vadim |
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. 17.2007, 4, p. 541-573
|
Subject: | Hypothek | Mortgage | Wohnimmobilien | Residential real estate | Asset-Backed Securities | Asset-backed securities | CAPM | Theorie | Theory |
-
Option ARMs : performance and pricing
Goodman, Laurie Sharon, (2010)
-
Residential asset-backed securities
McElravey, John, (2006)
-
Residential asset-backed securities
McElravey, John, (2005)
- More ...
-
INTENSITY-BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL
Gorovoy, Vyacheslav, (2007)
-
INTENSITY-BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL
Gorovoy, Vyacheslav, (2007)
-
Linetsky, Vadim, (1999)
- More ...