The following pages link to (Q5482567):
Displaying 7 items.
- Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854) (← links)
- Prepayment risk on callable bonds: theory and test (Q894203) (← links)
- Valuation of mortgage-backed securities based upon a structural approach (Q1417034) (← links)
- A prepayment model for the Japanese mortgage loan market: Prepayment-type-specific parametric model approach (Q1421701) (← links)
- A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES (Q3168861) (← links)
- Modelling the non-linear effects on loan-level prepayment rates: evidence from adjustable-rate equity loans (Q3182885) (← links)
- INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (Q3576958) (← links)