Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation (Q5851722)
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scientific article; zbMATH DE number 5662256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation |
scientific article; zbMATH DE number 5662256 |
Statements
Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation (English)
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25 January 2010
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mortgage-backed security
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prepayment
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closed-form
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risk-neutral pricing
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