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The value of mortgage prepayme...
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date (oldest first)
1
Mortgage
securities as funding source for
mortgage
loans in the European Union
Stefanović, Saša
;
Hanić, Hasan
;
Erić, Dejan
- In:
Economic analysis : EA
48
(
2015
)
1/2
,
pp. 69-85
Persistent link: https://www.econbiz.de/10012063311
Saved in:
2
Dynamic option adjusted spread and the value of
mortgage
backed securities
Cerrato, Mario
;
Djennad, Abdelmadjid
-
2009
Persistent link: https://www.econbiz.de/10003839283
Saved in:
3
Dynamic option adjusted spread and the value of
mortgage
backed securities
Cerrato, Mario
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003805892
Saved in:
4
Valuing the defeasance option in securitized commercial mortgages
Dierker, Martin Johannes
;
Quan, Daniel C.
;
Torous, Walter N.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 663-680
Persistent link: https://www.econbiz.de/10003381313
Saved in:
5
Convergence studies on Monte Carlo methods for pricing
mortgage
-backed securities
Pang, Tao
;
Yang, Yipeng
;
Zhao, Dai
- In:
International Journal of Financial Studies : open …
3
(
2015
)
2
,
pp. 136-150
pricing complex instruments, like
mortgage
-backed securities (MBS), strong path-dependency and high dimensionality make the …
Persistent link: https://www.econbiz.de/10011308463
Saved in:
6
Intensity-based models for pricing
mortgage
-backed securities with repayment risk under a CIR process
Wu, Sen
;
Jiang, Lishang
;
Liang, Jin
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009624491
Saved in:
7
Understanding
Mortgage
Spreads
Boyarchenko, Nina
;
Fuster, Andreas
;
Lucca, David O.
-
2014
Spreads of agency
mortgage
-backed securities (MBS) vary significantly in the cross section and over time, but the …
Persistent link: https://www.econbiz.de/10010404146
Saved in:
8
An option-theoretic prepayment model for mortgages and
mortgage
-backed securities
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 949-978
Persistent link: https://www.econbiz.de/10002476213
Saved in:
9
Mortgage
termination : an empirical hazard model with a stochastic term structure
Deng, Yongheng
- In:
The journal of real estate finance and economics
14
(
1997
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10001222221
Saved in:
10
Convergence Studies on Monte Carlo Methods for Pricing
Mortgage
-Backed Securities
Pang, Tao
-
2016
pricing complex instruments, like
mortgage
-backed securities (MBS), strong path-dependency and high dimensionality make the …
Persistent link: https://www.econbiz.de/10012980138
Saved in:
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