Valuing mortgage contracts via an option model (Q4606032)
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scientific article; zbMATH DE number 6845512
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuing mortgage contracts via an option model |
scientific article; zbMATH DE number 6845512 |
Statements
28 February 2018
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options
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mortgage valuation
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finite difference
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financial mathematics
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default
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prepay
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residential mortgages
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0.8155451416969299
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0.7933493852615356
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0.7902967929840088
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0.7865630984306335
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