Optimal originator valuation and the global financial crisis (Q2847233)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal originator valuation and the global financial crisis
scientific article

    Statements

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