Mortgage valuation models : embedded options, risk, and uncertainty
Year of publication: |
2014
|
---|---|
Authors: | Davidson, Andrew S. ; Levin, Alexander |
Publisher: |
Oxford [u.a.] : Oxford Univ. Press |
Subject: | Hypothek | Mortgage | Asset-Backed Securities | Asset-backed securities | Finanzanalyse | Financial analysis | Mortgage-Backed Security | Bewertung | Finanzmathematik |
Description of contents: | Table of Contents [gbv.de] |
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Jiang, John Xuefeng, (2018)
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An empirical test of a two-factor mortgage valuation model : how much do house prices matter?
Downing, Chris, (2003)
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Optimal recursive refinancing and the valuation of mortgage-backed securities
Longstaff, Francis A., (2004)
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Understanding and Measuring Risks in Agency Cmos
Arcidiacono, Nicholas, (2013)
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Understanding and measuring risks in agency CMOs
Arcidiacono, Nicholas, (2013)
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Davidson, Andrew S., (1996)
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