Profit and risk under subprime mortgage securitization

DOI10.1155/2011/849342zbMath1230.91184OpenAlexW2053098826WikidataQ58655553 ScholiaQ58655553MaRDI QIDQ659554

Juan-Miguel Gracia

Publication date: 23 January 2012

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/849342

Mathematics Subject Classification ID

Credit risk (91G40)

Related Items (6)

Stochastic control of credit default insurance for subprime residential mortgage-backed securities ⋮ Subprime risk and insurance with regret ⋮ An application of dynamic programming principle in corporate international optimal investment and consumption choice problem ⋮ Basel III and the net stable funding ratio ⋮ Profit and risk under subprime mortgage securitization ⋮ Basel III and asset securitization

Cites Work

• Subprime risk and insurance with regret
• Profit and risk under subprime mortgage securitization
• Optimal mortgage loan securitization and the subprime crisis
• Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord

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