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subject:"Theory"
~isPartOf:"Journal of housing economics"
~person:"Tsai, Ming-shann"
~subject:"Insolvency"
~subject:"Mortgages"
~type:"article"
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Journal of housing economics
International review of economics & finance : IREF
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Assessing mortgage servicing rights using a reduced-form model : considering the effects of interest rate risks, prepayment and default risks, and random state variables
Chiang, Shu Ling
;
Yang, Tyler
;
Tsai, Ming-shann
- In:
Journal of housing economics
32
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011631690
Saved in:
2
Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks
Tsai, Ming-shann
;
Liao, Szu-Lang
;
Chiang, Shu-ling
- In:
Journal of housing economics
18
(
2009
)
2
,
pp. 92-103
Persistent link: https://www.econbiz.de/10003877147
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