Pages that link to "Item:Q2892979"
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The following pages link to Intensity-based models for pricing mortgage-backed securities with repayment risk under a CIR process (Q2892979):
Displaying 13 items.
- On the strong solution of a class of partial differential equations that arise in the pricing of mortgage backed securities (Q389520) (← links)
- Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates (Q432394) (← links)
- Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks (Q517945) (← links)
- Optimal prepayment and default rules for mortgage-backed securities (Q965782) (← links)
- Valuation of mortgage-backed securities based upon a structural approach (Q1417034) (← links)
- A stochastic partial differential equation model for the pricing of mortgage-backed securities (Q1615911) (← links)
- Counterparty risk valuation on credit-linked notes under a Markov chain framework (Q2036124) (← links)
- Valuation of residential mortgage-backed securities with default risk using an intensity-based approach (Q2431781) (← links)
- A reduced modelling approach to the pricing of mortgage backed securities (Q3052915) (← links)
- INTENSITY‐BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL (Q3502165) (← links)
- Valuation of mortgage pass-through securities with partial prepayment risk (Q5093701) (← links)
- (Q5482567) (← links)
- On a Flexible Loan Repayment Method Depending on Borrower’s Asset with an Early Termination Clause (Q6489826) (← links)
