Valuation of fixed and variable rate mortgages : binomial tree versus analytical approximations
Werner Hürlimann
| Year of publication: |
2012
|
|---|---|
| Authors: | Hürlimann, Werner |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 35.2012, 2, p. 171-202
|
| Subject: | Hypothek | Mortgage | CAPM | Optionspreistheorie | Option pricing theory |
| 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://ebvufind01.dmz1.zbw.eu/10009656919