A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES (Q3168861)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES |
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A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES (English)
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27 April 2011
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prepayment
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mortgage-backed security
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OAS
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intensity
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risk-neutral pricing
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proportional hazard
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