Pages that link to "Item:Q4658673"
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The following pages link to AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES (Q4658673):
Displayed 10 items.
- Optimal prepayment and default rules for mortgage-backed securities (Q965782) (← links)
- Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
- Default and prepayment options pricing and default probability valuation under VG model (Q2050944) (← links)
- Endogenous current coupons (Q2412391) (← links)
- A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES (Q3168861) (← links)
- Computing the endogenous mortgage rate without iterations (Q3404100) (← links)
- BEHAVIORAL VALUE ADJUSTMENTS (Q4602492) (← links)
- Valuation of mortgage pass-through securities with partial prepayment risk (Q5093701) (← links)
- Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation (Q5851722) (← links)
- PRICING AND HEDGING PREPAYMENT RISK IN A MORTGAGE PORTFOLIO (Q5866970) (← links)