Pages that link to "Item:Q1000515"
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The following pages link to Pricing mortgage-backed securities (MBS) (Q1000515):
Displaying 8 items.
- Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854) (← links)
- An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve (Q856302) (← links)
- A stochastic partial differential equation model for the pricing of mortgage-backed securities (Q1615911) (← links)
- Valuation of residential mortgage-backed securities with default risk using an intensity-based approach (Q2431781) (← links)
- INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS (Q2892979) (← links)
- Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (Q5078511) (← links)
- Valuation of mortgage pass-through securities with partial prepayment risk (Q5093701) (← links)
- AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE (Q5487830) (← links)
