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  • Search: subject:"Stochastic Interest Rate Model"
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Anleihe 1 Asset-Backed Securities 1 Asset-backed securities 1 Banking 1 Bond 1 CAPM 1 Capital Markets 1 Credit risk 1 Derivat 1 Derivative 1 Derivatives Pricing 1 Financial analysis 1 Financial market 1 Finanzanalyse 1 Finanzmarkt 1 Finanzmathematik 1 Finite Difference 1 Fixed Income 1 Hypothek 1 Interest rate 1 Kreditrisiko 1 Mathematical Finance 1 Mathematical finance 1 Monte Carlo 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Mortgage 1 Numerical Methods 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Prepayment Model Estimation 1 Quantitative Finance 1 Risikomanagement 1 Risk Management 1 Risk management 1 Semi Analytical MBS Pricing 1 Stochastic Interest Rate Model 1 Stochastic process 1
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Rom, Niels 1
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ECONIS (ZBW) 1
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Callable Mortgage Bonds : Numerical Methods and Valuation Models for Pricing and Risk Analysis
Rom, Niels - 2025
Estimation -- Chapter 5. Stochastic Interest Rate Model -- Chapter 6. Simulation -- Chapter 7. Finite Difference -- Chapter 8 …
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