Callable Mortgage Bonds : Numerical Methods and Valuation Models for Pricing and Risk Analysis

by Niels Rom

Chapter 1. Introduction -- Chapter 2. Fixed Income -- Chapter 3. Mathematical Finance -- Chapter 4. Prepayment Model Estimation -- Chapter 5. Stochastic Interest Rate Model -- Chapter 6. Simulation -- Chapter 7. Finite Difference -- Chapter 8. Semi-Analytic MBS Pricing -- Chapter 9. adjustable-rate Mortgages -- Chapter 10. Valuation of a Mortgage Credit Institute’s Loan Book -- Chapter 11. Cash Settled Swaptions.

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Year of publication:	2025
Publisher:	2025.: Cham : Springer Nature Switzerland 2025.: Cham : Imprint: Springer
Subject:	Mathematical Finance \| Quantitative Finance \| Trading \| Fixed Income \| Derivatives Pricing \| Prepayment Model Estimation \| Numerical Methods \| Capital Markets \| Banking \| Risk Management \| Stochastic Interest Rate Model \| Finite Difference \| Valuation \| Semi Analytical MBS Pricing \| Monte Carlo \| Optionspreistheorie \| Option pricing theory \| Finanzmathematik \| Mathematical finance \| Zinsstruktur \| Yield curve \| Derivat \| Derivative \| Hypothek \| Mortgage \| Kreditrisiko \| Credit risk \| Anleihe \| Bond \| CAPM \| Finanzanalyse \| Financial analysis \| Portfolio-Management \| Portfolio selection \| Finanzmarkt \| Financial market \| Risikomanagement \| Risk management \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Asset-Backed Securities \| Asset-backed securities \| Stochastischer Prozess \| Stochastic process \| Zins \| Interest rate

Extent:	1 Online-Ressource (XX, 206 p. 43 illus.)
Series:	Finance for Professionals
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-031-87889-3 ; 978-3-031-87888-6 ; 978-3-031-87890-9 ; 978-3-031-87891-6
Other identifiers:	10.1007/978-3-031-87889-3 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015401840