Valuation of mortgage-backed securities and mortgage dervatives : a closed-form approximation
Andreas Kolbe & Rudi Zagst
| Year of publication: |
2009
|
|---|---|
| Authors: | Kolbe, Andreas ; Zagst, Rudi |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 16.2009, 5/6, p. 401-427
|
| Subject: | Hypothek | Mortgage | Asset-Backed Securities | Asset-backed securities | CAPM | Verbriefung | Securitization | Optionspreistheorie | Option pricing theory |
| 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/10003916625