Pages that link to "Item:Q965782"
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The following pages link to Optimal prepayment and default rules for mortgage-backed securities (Q965782):
Displaying 13 items.
- Managing the risk of loan prepayments and the optimal structure of short term lending rates (Q665813) (← links)
- Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854) (← links)
- An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve (Q856302) (← links)
- Intensity-based framework and penalty formulation of optimal stopping problems (Q1029998) (← links)
- Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (Q1681008) (← links)
- Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
- Minimizing the payments and borrower risk in a mortgage (Q2412973) (← links)
- Prepayment option of a perpetual corporate loan: the impact of the funding costs (Q2874734) (← links)
- Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (Q3188154) (← links)
- Optimal prepayment of Dutch mortgages* (Q5422018) (← links)
- (Q5482567) (← links)
- Optimal payment of mortgages (Q5757193) (← links)
- Mortgage contracts and underwater default (Q6542561) (← links)