Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854): Difference between revisions

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Latest revision as of 23:18, 24 June 2024

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Analyses of mortgage-backed securities based on unobservable prepayment cost processes
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    Analyses of mortgage-backed securities based on unobservable prepayment cost processes (English)
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    17 November 2006
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    mortgage-backed securities (MBS)
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    prepayment cost
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    loan pool risk
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    structural approach with incomplete information
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    asymptotic arbitrage-free condition
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