Risk-neutral prepayment modeling and valuation with prOAS
Year of publication: |
2006
|
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Authors: | Levin, Alexander ; Davidson, Andrew |
Published in: |
The handbook of mortgage-backed securities. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-146074-8. - 2006, p. 783-798
|
Subject: | Optionspreistheorie | Option pricing theory | Unternehmensbewertung | Firm valuation | CAPM |
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