Valuing prepayment and default in a fixed-rate mortgage : a bivariate binominal options pricing technique
Year of publication: |
1998
|
---|---|
Authors: | Hilliard, Jimmy E. |
Other Persons: | Kau, James B. (contributor) ; Slawson, V. Carlos (contributor) |
Published in: |
Real estate economics : journal of the American Real Estate and Urban Economics Association. - Malden, MA : Wiley Periodicals, Inc., ISSN 1080-8620, ZDB-ID 1234653-6. - Vol. 26.1998, 3, p. 431-468
|
Subject: | Prepayment | Hypothek | Mortgage | Optionspreistheorie | Option pricing theory | Insolvenz | Insolvency | Theorie | Theory |
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