Reverse engineering of prepayment functions and the potential applications for MSRs and IOs valuation
Carlos E. Ortiz, Charles A. Stone, and Anne Zissu
| Year of publication: |
2016
|
|---|---|
| Authors: | Ortiz, Carlos E. ; Stone, Charles A. ; Zissu, Anne-Marie |
| Published in: |
The journal of structured finance. - New York, NY : Pageant Media, Ltd., ISSN 1551-9783, ZDB-ID 2233898-6. - Vol. 22.2016, 3, p. 45-54
|
| Subject: | Kreditgeschäft | Bank lending | Prognoseverfahren | Forecasting model | Bankrechnungslegung | Bank accounting | USA | United States |
| 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/10011615283