Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854): Difference between revisions
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Revision as of 02:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analyses of mortgage-backed securities based on unobservable prepayment cost processes |
scientific article |
Statements
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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