The following pages link to Andreas Kolbe (Q3168860):
Displayed 3 items.
- A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES (Q3168861) (← links)
- Model‐based quantification of the volatility of options at transaction level with extended count regression models (Q5430333) (← links)
- Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation (Q5851722) (← links)