Pages that link to "Item:Q3052915"
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The following pages link to A reduced modelling approach to the pricing of mortgage backed securities (Q3052915):
Displaying 8 items.
- On the strong solution of a class of partial differential equations that arise in the pricing of mortgage backed securities (Q389520) (← links)
- Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854) (← links)
- Pricing home mortgages and bank collateral: a rational expectations approach (Q1017034) (← links)
- A stochastic partial differential equation model for the pricing of mortgage-backed securities (Q1615911) (← links)
- Intensity-based models for pricing mortgage-backed securities with repayment risk under a CIR process (Q2892979) (← links)
- A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES (Q3168861) (← links)
- Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (Q5078511) (← links)
- (Q5482567) (← links)