Profit and risk under subprime mortgage securitization
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Recommendations
- Stochastic control of credit default insurance for subprime residential mortgage-backed securities
- Optimal mortgage loan securitization and the subprime crisis
- Optimal originator valuation and the global financial crisis
- Subprime mortgage funding and liquidity risk
- Subprime risk and insurance with regret
Cites work
Cited in
(12)- Did bank capital regulation exacerbate the subprime mortgage crisis?
- Basel III and the net stable funding ratio
- Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison
- An application of dynamic programming principle in corporate international optimal investment and consumption choice problem
- Subprime risk and insurance with regret
- Profit and risk under subprime mortgage securitization
- Subprime mortgage funding and liquidity risk
- Stochastic control of credit default insurance for subprime residential mortgage-backed securities
- Optimal mortgage loan securitization and the subprime crisis
- Optimal originator valuation and the global financial crisis
- Basel III and asset securitization
- Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord
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