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

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+Credit risk: Modelling, valuation and hedging
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+Term Structures of Credit Spreads with Incomplete Accounting Information
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+DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
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+Pricing mortgage-backed securities (MBS)
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+A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
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+Valuation of mortgage-backed securities based on unobservable prepayment costs
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+Valuation of mortgage-backed securities based upon a structural approach
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+Bayesian forecasting of prepayment rates for individual pools of mortgages
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+A prepayment model for the Japanese mortgage loan market: Prepayment-type-specific parametric model approach
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