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Optimal originator valuation and the global financial crisis - MaRDI portal

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Optimal originator valuation and the global financial crisis (Q2847233)

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scientific article; zbMATH DE number 6205330
Language Label Description Also known as
English
Optimal originator valuation and the global financial crisis
scientific article; zbMATH DE number 6205330

    Statements

    title
    Optimal originator valuation and the global financial crisis (English)
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    publication date
    4 September 2013
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    zbMATH Keywords
    subprime mortgages
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    mortgage rate
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    prepayment
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    refinancing
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    credit risk
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    subprime mortgage insurance
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    house prices
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    house equity
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    loan-to-value ratio
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    procyclicality
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    subprime mortgage crisis
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    author
    Mark A. Petersen
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    S. Thomas
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    Bernadine De Waal
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    Identifiers

    zbMATH DE Number
    6205330
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    OpenAlex ID
    W1492986343
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    DOI
    10.1002/OCA.2022
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