Pages that link to "Item:Q2431781"
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The following pages link to Valuation of residential mortgage-backed securities with default risk using an intensity-based approach (Q2431781):
Displaying 7 items.
- Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates (Q432394) (← links)
- Valuation of mortgage-backed securities based upon a structural approach (Q1417034) (← links)
- Default and prepayment options pricing and default probability valuation under VG model (Q2050944) (← links)
- Intensity-based models for pricing mortgage-backed securities with repayment risk under a CIR process (Q2892979) (← links)
- INTENSITY‐BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL (Q3502165) (← links)
- INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (Q3576958) (← links)
- Valuation of mortgage pass-through securities with partial prepayment risk (Q5093701) (← links)