Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation-Reference-Cited by-同舟云学术

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Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation

Published:2009-11-11 Issue:5 Volume:16 Page:401-427
ISSN:1350-486X
Container-title:Applied Mathematical Finance
language:en
Short-container-title:Applied Mathematical Finance

Author:

Kolbe Andreas,Zagst Rudi

Publisher

Informa UK Limited

Subject

Applied Mathematics,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/13504860902781419

Reference28 articles.

1. A Theory of the Term Structure of Interest Rates

2. Specification Analysis of Affine Term Structure Models

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. BEHAVIORAL VALUE ADJUSTMENTS;International Journal of Theoretical and Applied Finance;2017-12

2. Behavioral Value Adjustments;SSRN Electronic Journal;2017

3. Optimal Portfolios with Mortgage-backed Securities;Journal of Real Estate Portfolio Management;2013-01-01

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