Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5073753
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Analyses of mortgage-backed securities based on unobservable prepayment cost processes |
scientific article; zbMATH DE number 5073753 |
Statements
Analyses of mortgage-backed securities based on unobservable prepayment cost processes (English)
0 references
17 November 2006
0 references
mortgage-backed securities (MBS)
0 references
prepayment cost
0 references
loan pool risk
0 references
structural approach with incomplete information
0 references
asymptotic arbitrage-free condition
0 references
0 references
0.9390836
0 references
0.8904629
0 references
0.8847814
0 references
0.8647151
0 references
0.86247253
0 references
0.8584679
0 references
0.85604376
0 references
0.8518474
0 references
