INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (Q3576958)

From MaRDI portal
Revision as of 11:53, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK
scientific article

    Statements

    INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (English)
    0 references
    0 references
    3 August 2010
    0 references
    mortgage-backed securities
    0 references
    totally unpredictable prepayment risk
    0 references
    hazard rate
    0 references
    indifference valuation mortgage-backed securities
    0 references
    indifference valuation
    0 references

    Identifiers