The value of mortgage prepayment and default options
Year of publication: |
2009
|
---|---|
Authors: | Chen, Yong ; Connolly, Michael B. ; Tang, Wenjin ; Su, Tie |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 29.2009, 9, p. 840-861
|
Subject: | Hypothek | Mortgage | Asset-Backed Securities | Asset-backed securities | Zins | Interest rate | Optionspreistheorie | Option pricing theory | Numerisches Verfahren | Numerical analysis |
-
Mortgage securities as funding source for mortgage loans in the European Union
Stefanović, Saša, (2015)
-
Dynamic option adjusted spread and the value of mortgage backed securities
Cerrato, Mario, (2009)
-
Dynamic option adjusted spread and the value of mortgage backed securities
Cerrato, Mario, (2008)
- More ...
-
The value of mortgage prepayment and default options
Chen, Yong, (2009)
-
The value of mortgage prepayment and default options
Chen, Yong, (2009)
-
Capital openness and financial crises : a financial contagion model with multiple equilibria
Luo, Juan, (2007)
- More ...