scientific article; zbMATH DE number 6126664

MaRDI QIDQ4902816zbMATH OpenFDO

Authors Xiangke Li, Dejun Xie

Publication date 18 January 2013

Full work available at URL http://www.pphmj.com/abstract/7130.htm

zbMATH Keywords

steepest descentincome growthhousing pricemortgage prepaymentbehavior of loan borrowers

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82) Economic dynamics (91B55)

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Cited in

(4)

• Pricing and hedging prepayment risk in a mortgage portfolio
• Managing the risk of loan prepayments and the optimal structure of short term lending rates
• Modelling the non-linear effects on loan-level prepayment rates: evidence from adjustable-rate equity loans
• Impact of demographic and economic variables on financial policy purchase timing decisions

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