Valuation of mortgage pass-through securities with partial prepayment risk (Q5093701)
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scientific article; zbMATH DE number 7565481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of mortgage pass-through securities with partial prepayment risk |
scientific article; zbMATH DE number 7565481 |
Statements
Valuation of mortgage pass-through securities with partial prepayment risk (English)
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1 August 2022
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valuation
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mortgage
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pass-through securities
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prepayment
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regime switching
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0.9135531
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0.89359653
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0.8815932
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0.87973666
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0.8728105
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0.8671025
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0.8518474
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0.8517343
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0.8499684
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