Mortgages and Markov Chains: A Simplified Evaluation Model (Q4274630)
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scientific article; zbMATH DE number 482393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mortgages and Markov Chains: A Simplified Evaluation Model |
scientific article; zbMATH DE number 482393 |
Statements
Mortgages and Markov Chains: A Simplified Evaluation Model (English)
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2 January 1994
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finance
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stochastic models
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stochastic interest-rate models
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security- evaluation methods
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discrete-time, finite-state Markov chain
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mortgage- backed securities
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