Analyses of Mortgage-Backed Securities Based on Unobservable Prepayment Cost Processes
| Year of publication: |
2004
|
|---|---|
| Authors: | Nakagawa, Hidetoshi ; Shouda, Tomoaki |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 11.2004, 3, p. 233-266
|
| Publisher: |
Springer |
| Subject: | mortgage-backed securities (MBS) | prepayment cost | oan pool risk | structural approach with incomplete information | asymptotic arbitrage-free condition |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005727080