scientific article; zbMATH DE number 6126664
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Publication:4902816
zbMATH Open1255.91339MaRDI QIDQ4902816FDOQ4902816
Authors: Xiangke Li, Dejun Xie 
Publication date: 18 January 2013
Full work available at URL: http://www.pphmj.com/abstract/7130.htm
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- 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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