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