Mortgage Valuation Models - Embedded Options, Risk, And Uncertainty

Andrew S. Davidson, Alexander Levin

Mortgage Valuation Models - Embedded Options, Risk, And Uncertainty
  • ISBN: 9780199998166
  • Rating: n/a of 5
  • Publisher: Oxford University Press (UK)
  • Published Date: 2014
  • Number of Page: 453
  • Category: Business & Economics

Mortgage Backed Securities (MBS) are among the most complex of all financial instruments. Analysis of MBS requires blending empirical analysis of borrower behavior with mathematical modeling…

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