AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE (Q5487830)

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scientific article; zbMATH DE number 5052909
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AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE
scientific article; zbMATH DE number 5052909

    Statements

    AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE (English)
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    12 September 2006
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    mortgage
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    option-based approach
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    prepayment
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    intensity
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    mortgage rate
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