Pages that link to "Item:Q5487830"
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The following pages link to AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE (Q5487830):
Displaying 11 items.
- Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates (Q432394) (← links)
- Intensity-based framework and penalty formulation of optimal stopping problems (Q1029998) (← links)
- A stochastic partial differential equation model for the pricing of mortgage-backed securities (Q1615911) (← links)
- Endogenous current coupons (Q2412391) (← links)
- Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations (Q2472633) (← 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)
- ON THE EXISTENCE OF THE ENDOGENOUS MORTGAGE RATE PROCESS (Q4906523) (← links)
- Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation (Q5851722) (← links)
- Modeling credit portfolio derivatives, including both a default and a prepayment feature (Q6570852) (← links)
