Prepayment behavior of Dutch mortgagors: an empirical analysis
E Charlier, A Van Bussel - Real estate economics, 2003 - Wiley Online Library
The suboptimal exercise of the prepayment option in a mortgage is relevant for mortgage
pricing and the management of a mortgage portfolio. Construction of an accurate …
pricing and the management of a mortgage portfolio. Construction of an accurate …
Contributions of The Journal of Fixed Income to MBS Analysis.
FJ Fabozzi - Journal of Fixed Income, 2022 - search.ebscohost.com
Over the past 31 years, The Journal of Fixed Income has published articles that were
primers about the structure and risk characteristics for the growing number of complex …
primers about the structure and risk characteristics for the growing number of complex …
个人住房抵押贷款违约风险跃迁概率研究
孙冰 - 金融论坛, 2009 - cqvip.com
巴塞尔新资本协议提出针对个人住房抵押贷款可采用内部评级高级法评估其风险,
在满足某些最低条件和披露要求的前提下, 商业银行可根据自己对个人住房抵押贷款违约概率 …
在满足某些最低条件和披露要求的前提下, 商业银行可根据自己对个人住房抵押贷款违约概率 …
[BOOK][B] Option theory for mortgages and mortgage-backed securities
YME Lam - 2003 - search.proquest.com
The objective of this dissertation is to develop an option model for residential mortgages and
Mortgage-Backed Securities. Previous studies in the literature have identified several …
Mortgage-Backed Securities. Previous studies in the literature have identified several …