Buckley, Robert; Karaguishiyeva, Gulmira; Van Order, Robert - Economics Research, World Bank Group - 2003
Buckley, Karaguishiyeva,Van Order, and Vecvagare analyze the structure of approaches to mortgage credit risk that are now being used in a number of OECD and transition economies. The authors'basic approach is to show how option pricing models can help measure and evaluate the risks of various...