An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options
Nicholas J. Sharp; David P. Newton; Peter W. Duck
| Year of publication: |
2008
|
|---|---|
| Authors: | Sharp, Nicholas J. ; Newton, David P. ; Duck, Peter W. |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 36.2008, 3, p. 307-342
|
| Subject: | Hypothek | Mortgage | Zins | Interest rate | Bewertung | Evaluation | Immobilienpreis | Real estate price | Optionspreistheorie | Option pricing theory | Theorie | Theory | Großbritannien | United Kingdom |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003733641