Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854)
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scientific article; zbMATH DE number 5073753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analyses of mortgage-backed securities based on unobservable prepayment cost processes |
scientific article; zbMATH DE number 5073753 |
Statements
Analyses of mortgage-backed securities based on unobservable prepayment cost processes (English)
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17 November 2006
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mortgage-backed securities (MBS)
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prepayment cost
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loan pool risk
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structural approach with incomplete information
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asymptotic arbitrage-free condition
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0.9390836
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0.8904629
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0.8847814
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0.8647151
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0.86247253
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0.8584679
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0.85604376
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0.8518474
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