Pages that link to "Item:Q3502165"
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The following pages link to INTENSITY‐BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL (Q3502165):
Displaying 17 items.
- Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
- Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates (Q432394) (← links)
- A stochastic partial differential equation model for the pricing of mortgage-backed securities (Q1615911) (← links)
- Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
- Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis (Q2356167) (← links)
- Endogenous current coupons (Q2412391) (← links)
- Valuation of residential mortgage-backed securities with default risk using an intensity-based approach (Q2431781) (← links)
- Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing (Q2806062) (← links)
- On valuation with stochastic proportional hazard models in finance (Q2841334) (← links)
- Intensity-based models for pricing mortgage-backed securities with repayment risk under a CIR process (Q2892979) (← 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)
- An agent-based model for the assessment of LTV caps (Q5139267) (← links)
- PRICING DERIVATIVES ON MULTISCALE DIFFUSIONS: AN EIGENFUNCTION EXPANSION APPROACH (Q5416705) (← links)
- Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation (Q5851722) (← links)
- Affine term structure models: A time‐change approach with perfect fit to market curves (Q6054424) (← links)
- The valuation at origination of mortgages with full prepayment and default risks (Q6549637) (← links)