The value of mortgage prepayment and default options
Yong Chen; Michael Connolly; Wenjin Tang; Tie Su
| Year of publication: |
2009
|
|---|---|
| Authors: | Chen, Yong ; Connolly, Michael B. ; Tang, Wenjin ; Su, Tie |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 29.2009, 9, p. 840-861
|
| Subject: | Hypothek | Mortgage | Asset-Backed Securities | Asset-backed securities | Zins | Interest rate | Optionspreistheorie | Option pricing theory | Numerisches Verfahren | Numerical analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10003900917