AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE (Q5487830)
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scientific article; zbMATH DE number 5052909
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| English | AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE |
scientific article; zbMATH DE number 5052909 |
Statements
AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE (English)
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12 September 2006
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mortgage
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option-based approach
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prepayment
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intensity
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mortgage rate
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0.8573583364486694
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0.8537917733192444
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0.8200053572654724
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0.8115230202674866
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0.8043504953384399
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