Pages that link to "Item:Q5006103"
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The following pages link to A prepayment-risk-neutral pricing model for mortgage-backed securities (Q5006103):
Displaying 8 items.
- 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)
- 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)
- Modelling the non-linear effects on loan-level prepayment rates: evidence from adjustable-rate equity loans (Q3182885) (← 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)
- (Q5482567) (← links)