Mortgage Valuation under Reduced-Form Model
博士 === 國立政治大學 === 金融研究所 === 95 === Valuing mortgage-related securities is more complicated than valuing regular defaultable claims due to the borrower’s prepayment behavior as well as the possibility of default. In general, the methods that are applied to investigate mortgage value and termination...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/45513329815783750741 |