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

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