An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options
| Year of publication: |
2008
|
|---|---|
| Authors: | Sharp, Nicholas ; Newton, David ; Duck, Peter |
| Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 36.2008, 3, p. 307-342
|
| Publisher: |
Springer |
| Subject: | Fixed-rate mortgages | Option pricing theory | Perturbation theory | Prepayment | Default |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005716727