Pages that link to "Item:Q3168861"
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The following pages link to A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES (Q3168861):
Displayed 5 items.
- Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152) (← links)
- BEHAVIORAL VALUE ADJUSTMENTS (Q4602492) (← links)
- A prepayment-risk-neutral pricing model for mortgage-backed securities (Q5006103) (← links)
- Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation (Q5851722) (← links)
- A multi-curve HJM factor model for pricing and risk management (Q6067802) (← links)