An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options

✍ Scribed by Nicholas J. Sharp; David P. Newton; Peter W. Duck

• Book ID: 106513828
• Publisher: Springer US
• Year: 2007
• Tongue: English
• Weight: 594 KB
• Volume: 36
• Category: Article
• ISSN: 0895-5638
• DOI: 10.1007/s11146-007-9055-5