Pricing and hedging prepayment risk in a mortgage portfolio (Q5866970)
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scientific article; zbMATH DE number 7590372
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing and hedging prepayment risk in a mortgage portfolio |
scientific article; zbMATH DE number 7590372 |
Statements
PRICING AND HEDGING PREPAYMENT RISK IN A MORTGAGE PORTFOLIO (English)
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22 September 2022
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prepayment risk
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conditional prepayment rate
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CPR
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hedging
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mortgages
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0.736431360244751
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0.7314844131469727
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0.7122601866722107
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0.7100443840026855
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