Valuation of residential mortgage-backed securities with default risk using an intensity-based approach (Q2431781)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of residential mortgage-backed securities with default risk using an intensity-based approach |
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Valuation of residential mortgage-backed securities with default risk using an intensity-based approach (English)
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24 October 2006
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competing risks
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default risk
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intensity-based approach
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mortgage valuation
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prepayment risk
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RMBS
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