AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES (Q4658673)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES |
scientific article; zbMATH DE number 2146983
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES |
scientific article; zbMATH DE number 2146983 |
Statements
AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES (English)
0 references
18 March 2005
0 references
Mortgage
0 references
prepayment model
0 references
mortgage-backed security
0 references
contingent claim
0 references
option
0 references
refinancing
0 references
0.8152493238449097
0 references
0.8111298680305481
0 references
0.8067948818206787
0 references
