Pages that link to "Item:Q3168861"
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The following pages link to A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES (Q3168861):
Displaying 8 items.
- Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854) (← links)
- Valuation of residential mortgage-backed securities with default risk using an intensity-based approach (Q2431781) (← links)
- Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152) (← links)
- BEHAVIORAL VALUE ADJUSTMENTS (Q4602492) (← links)
- A prepayment-risk-neutral pricing model for mortgage-backed securities (Q5006103) (← links)
- Valuation of mortgage pass-through securities with partial prepayment risk (Q5093701) (← links)
- (Q5482567) (← links)
- Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation (Q5851722) (← links)