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One- and multi-factor valuation of mortgages: Computational problems and shortcuts - MaRDI portal

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One- and multi-factor valuation of mortgages: Computational problems and shortcuts (Q2725584)

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scientific article; zbMATH DE number 1619442
Language Label Description Also known as
English
One- and multi-factor valuation of mortgages: Computational problems and shortcuts
scientific article; zbMATH DE number 1619442

    Statements

    author
    Alexander Levin
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    publication date
    27 February 2002
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    zbMATH Keywords
    multi-scenario pricing
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    portfolio pricing
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    risk management
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    multi-factor analysis
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    title
    One- and multi-factor valuation of mortgages: Computational problems and shortcuts (English)
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    Identifiers

    Mathematics Subject Classification ID
    35B37
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    91B28
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    35A35
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    zbMATH DE Number
    1619442
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