Quantitative Risk Assessment for Residential Mortgages

The crisis of the mortgage market and the mortgage-backed security (MBS) market in 2008 had dramatic negative effects in dragging down all of the economy on a worldwide scale. Many researches have, therefore, attempted to explore the influencing factors on mortgage default risk. This project, in coo...

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Bibliographic Details
Main Author: Ren, Qingyun
Other Authors: Marcel Y. Blais, Advisor
Format: Others
Published: Digital WPI 2017
Subjects:
Online Access:https://digitalcommons.wpi.edu/etd-theses/628
https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=1627&context=etd-theses