Optimal originator valuation and the global financial crisis

DOI10.1002/OCA.2022zbMath1272.91123OpenAlexW1492986343MaRDI QIDQ2847233

No author found.

Publication date: 4 September 2013

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2022

zbMATH Keywords

credit riskhouse pricesprepaymentrefinancingsubprime mortgage crisismortgage ratehouse equityloan-to-value ratioprocyclicalitysubprime mortgage insurancesubprime mortgages

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

• Subprime mortgage funding and liquidity risk

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