The role of interest rate environment in mortgage pricing
Year of publication: |
2024
|
---|---|
Authors: | Ahmad, Ferhana ; Shehzad, Choudhry Tanveer |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 1, p. 225-245
|
Subject: | Hazard process | Mortgage | Prepayment and default intensities | Reduced form models | Stochastic modelling | Hypothek | Zins | Interest rate | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Theorie | Theory |
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