Mortgage Valuation Models : Embedded Options, Risk, and Uncertainty. [elektronicky zdroj]

Autor: Davidson, Andrew
Další autoři:
Jazyk: angličtina
Informace o vydání: New York : Oxford University Press USA - OSO, 2014.
Předmět:
Druh dokumentu: Online; Non-fiction; Electronic document
Abstrakt: Summary: Valuation of mortgage-backed securities requires blending empirical analysis of borrower behavior and mathematical modeling of interest rates and home prices, with recognition of various prices of risk and uncertainty. This book offers a detailed description of the sophisticated theories and advanced methods used for the real-world valuation of MBS.
Databáze: Vybrané kolekce e-knih