Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854)
From MaRDI portal
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)
0 references
17 November 2006
0 references
mortgage-backed securities (MBS)
0 references
prepayment cost
0 references
loan pool risk
0 references
structural approach with incomplete information
0 references
asymptotic arbitrage-free condition
0 references
