Optimal originator valuation and the global financial crisis (Q2847233)

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scientific article; zbMATH DE number 6205330
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    Optimal originator valuation and the global financial crisis
    scientific article; zbMATH DE number 6205330

      Statements

      Optimal originator valuation and the global financial crisis (English)
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      4 September 2013
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      subprime mortgages
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      mortgage rate
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      prepayment
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      refinancing
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      credit risk
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      subprime mortgage insurance
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      house prices
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      house equity
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      loan-to-value ratio
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      procyclicality
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      subprime mortgage crisis
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