Cover: Callable Mortgage Bonds (E-Book) von Niels Rom
Niels Rom

Teil der Reihe: Economics and Finance (R0)

Callable Mortgage Bonds

Numerical Methods and Valuation Models for Pricing and Risk Analysis
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Inhaltsangabe

Chapter 1. Introduction.- Chapter 2. Fixed Income.- Chapter 3. Mathematical Finance.- Chapter 4. Prepayment Model Estimation.- Chapter 5. Stochastic Interest Rate Model.- Chapter 6. Simulation.- Chapter 7. Finite Difference.- Chapter 8. Semi-Analytic MBS Pricing.- Chapter 9. adjustable-rate Mortgages.- Chapter 10. Valuation of a Mortgage Credit Institute’s Loan Book.- Chapter 11. Cash Settled Swaptions.

Produktdetails
  • Erscheinungsdatum: 09.05.2025
  • Autor/Autorin: Niels Rom
  • Reihe: Economics and Finance (R0)
  • Format: E-Book
  • Dateiformat: PDF
  • Kopierschutz: Wasserzeichen
  • Dateigröße: 8.3 MB
  • Verlag: SPRINGER
  • Sprache: Englisch
  • Umfang: 250 Seiten
  • ISBN: 9783031878893
  • Lieferung: Sofort per Download
  • Hinweis: Sofort per Download lieferbar. Kein physischer Versand.
  • Kompatibilität: Lesbar auf Geräten und Apps mit PDF-Unterstützung.
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