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Risk-neutral prepayment modeli...
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98
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Understanding and measuring risks in agency CMOs
Arcidiacono, Nicholas
;
Cordell, Larry
;
Davidson, Andrew S.
-
2013
Persistent link: https://www.econbiz.de/10010197713
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2
Mortgage valuation models : embedded options, risk, and uncertainty
Davidson, Andrew S.
;
Levin, Alexander
-
2014
Persistent link: https://www.econbiz.de/10010395347
Saved in:
3
Analyzing specified MBS pools using agency enhanced data and active-passive decomposition
Szakallas, Dan
;
Levin, Alexander
;
Davidson, Andrew
- In:
The handbook of mortgage-backed securities
,
(pp. 623-644)
.
2006
Persistent link: https://www.econbiz.de/10003273999
Saved in:
4
The breakpoint grid
Levin, Alexander
- In:
The journal of structured finance
14
(
2008
)
3
,
pp. 37-43
Persistent link: https://www.econbiz.de/10003786361
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5
The concept and measures of interest rate volatility
Levin, Alexander
-
2008
Persistent link: https://www.econbiz.de/10003765526
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6
Short-rate term structure models
Levin, Alexander
-
2008
Persistent link: https://www.econbiz.de/10003765527
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7
Active-passive decomposition in burnout modeling
Levin, Alexander
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 27-40
Persistent link: https://www.econbiz.de/10001580720
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8
One- and multi-factor valuation of mortgages : computational problems and shortcuts
Levin, Alexander
- In:
International journal of theoretical and applied finance
2
(
1999
)
4
,
pp. 441-469
Persistent link: https://www.econbiz.de/10001438712
Saved in:
9
Deriving closed-form solutions for Gaussian pricing models : a systematic time-domain approach
Levin, Alexander
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 349-376
Persistent link: https://www.econbiz.de/10001251049
Saved in:
10
Home price derivatives and modelling
Levin, Alexander
- In:
The Oxford handbook of credit derivatives
,
(pp. 604-630)
.
2011
Persistent link: https://www.econbiz.de/10014565544
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