A PDE-based approach for pricing Mortgage-Backed securities
Marco Papi and Maya Briani
| Year of publication: |
2011
|
|---|---|
| Authors: | Papi, Marco ; Briani, Maya |
| Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 257-291
|
| Subject: | Asset-Backed Securities | Asset-backed securities | Finanzanalyse | Financial analysis | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | PDE = Partial Differential Equation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008991287