Valuation of mortgage-backed securities based upon a structural approach (Q1417034)
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scientific article; zbMATH DE number 2019692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of mortgage-backed securities based upon a structural approach |
scientific article; zbMATH DE number 2019692 |
Statements
Valuation of mortgage-backed securities based upon a structural approach (English)
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18 December 2003
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default risk
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MBS
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prepayment risk
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structural approach
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