Mortgage Valuation Models
Mortgage Valuation Models
Embedded Options, Risk, and Uncertainty
Inhalt
Valuation of mortgage-backed securities requires blending empirical analysis of borrower behavior and mathematical modeling of interest rates and home prices, with recognition of various prices of risk and uncertainty. This book offers a detailed description of the sophisticated theories and advanced methods used for the real-world valuation of MBS.
Bibliografische Angaben
Juli 2014, Financial Management Association Survey and Synthesis Series, Englisch
Oxford Academic
978-0-19-999816-6