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ArticleSemi-analytical MBS Pricing

Niels Rom2007

Article2007

Semi-analytical MBS Pricing

17 citations·0/0 files stored·The Journal of Real Estate Finance and Economics

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Stochastic processes and financial applications Housing Market and Economics Credit Risk and Financial Regulations

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References

2000Transform Analysis and Asset Pricing for Affine Jump-diffusions 1996A YIELD‐FACTOR MODEL OF INTEREST RATES 1991Common Factors Affecting Bond Returns 2000Specification Analysis of Affine Term Structure Models 2001Interest Rate Models Theory and Practice 2000Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options 2000Spanning and derivative-security valuation 1996Swap Rates and Credit Quality

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Year2007

Typearticle

Published2007-03-07

VenueThe Journal of Real Estate Finance and Economics

ISSN-L0895-5638

Languageen

Citations17

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s11146-007-9020-3

openalex_workW2045824826

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