Pricing time-to-event contingent cash flows: a discrete-time survival analysis approach (Q2700075)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing time-to-event contingent cash flows: a discrete-time survival analysis approach |
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Pricing time-to-event contingent cash flows: a discrete-time survival analysis approach (English)
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20 April 2023
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agency mortgage-backed securities
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asset-level disclosures
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asset-liability management
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asymptotically unbiased
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incomplete data
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Reg AB II
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