Valuation of Mortgage Servicing Contracts
碩士 === 國立清華大學 === 科技管理研究所 === 92 === The study develops a model from which a bivariate binomial approach is utilized for pricing individual mortgage servicing contracts. The pricing model is comprised of a stochastic interest rate process and stochastic housing price process, prepayment and default...
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| Format: | Others |
| Language: | zh-TW |
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2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50799675665008019280 |