Pages that link to "Item:Q1417034"
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The following pages link to Valuation of mortgage-backed securities based upon a structural approach (Q1417034):
Displaying 6 items.
- Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854) (← links)
- A stochastic partial differential equation model for the pricing of mortgage-backed securities (Q1615911) (← links)
- Valuation of residential mortgage-backed securities with default risk using an intensity-based approach (Q2431781) (← links)
- INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (Q3576958) (← links)
- Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (Q5078511) (← links)
- Valuation of mortgage pass-through securities with partial prepayment risk (Q5093701) (← links)