The Valuation of Mortgage Insurance Contracts with the Asymmetric Double Exponential Jump Risk and Counterparty Default Risk
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 98 === The collapse of subprime mortgage market and the mortgage insurer’s huge losses has drawn more attention to the precise valuation of mortgage insurance contracts. This study derives the pricing formula of mortgage insurance contracts with consideration of the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/01527497108284360841 |