Valuation of the embedded prepayment option of mortgage-backed securities
Rita L. D'Ecclesia ; Stavros A. Zenios
| Year of publication: |
1994
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|---|---|
| Authors: | D'Ecclesia, Rita Laura |
| Other Persons: | Zenios, Stauros Andrea (contributor) |
| Published in: |
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]. - Heidelberg [u.a.] : Physica-Verl, ISBN 0-387-91487-0. - 1994, p. 179-196
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| Subject: | Hypothek | Mortgage | CAPM | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001285727