AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES (Q4658673)
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scientific article; zbMATH DE number 2146983
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES |
scientific article; zbMATH DE number 2146983 |
Statements
AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES (English)
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18 March 2005
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Mortgage
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prepayment model
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mortgage-backed security
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contingent claim
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option
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refinancing
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