Stochastic control of credit default insurance for subprime residential mortgage-backed securities (Q2931132): Difference between revisions
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Revision as of 19:59, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control of credit default insurance for subprime residential mortgage-backed securities |
scientific article |
Statements
Stochastic control of credit default insurance for subprime residential mortgage-backed securities (English)
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24 November 2014
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residential mortgage loan
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residential mortgage-backed security (RMBS)
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collateralized debt obligation (CDO)
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subprime investing bank
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special purpose vehicle (SPV)
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credit risk
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credit default swaps (CDSs)
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tranching risk
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counterparty risk
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liquidity risk
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subprime mortgage crisis
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