Mortgage valuation models: embedded options, risk, and uncertainty
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Oxford
Oxford University Press
[2014]
|
| Schlagworte: | |
| Online-Zugang: | UPA01 Volltext |
| Beschreibung: | Print version record |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9780199363698 9780199363681 |
| DOI: | 10.1093/acprof:oso/9780199998166.001.0001 |
Internformat
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| 245 | 1 | 0 | |a Mortgage valuation models |b embedded options, risk, and uncertainty |c Andrew Davidson, Alex Levin |
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| 505 | 8 | |a Valuation of mortgage-backed securities (MBS) requires blending empirical analysis of borrower behaviour and mathematical modelling 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. | |
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Datensatz im Suchindex
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| author | Davidson, Andrew S. 1959- |
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| contents | Valuation of mortgage-backed securities (MBS) requires blending empirical analysis of borrower behaviour and mathematical modelling 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. |
| ctrlnum | (ZDB-4-NLEBK)ocn890508202 (OCoLC)890508202 (DE-599)BVBBV044358575 |
| dewey-full | 332.63/23 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/23 |
| dewey-search | 332.63/23 |
| dewey-sort | 3332.63 223 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1093/acprof:oso/9780199998166.001.0001 |
| format | Electronic eBook |
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| publisher | Oxford University Press |
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| spelling | Davidson, Andrew S. 1959- Verfasser (DE-588)172699029 aut Mortgage valuation models embedded options, risk, and uncertainty Andrew Davidson, Alex Levin Oxford Oxford University Press [2014] 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Print version record Valuation of mortgage-backed securities (MBS) requires blending empirical analysis of borrower behaviour and mathematical modelling 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. BUSINESS & ECONOMICS / Finance bisacsh Mortgage-backed securities fast Mortgage-backed securities / Valuation fast Wirtschaft Mortgage-backed securities Mortgage-backed securities Valuation United States Mortgage-Backed Security (DE-588)4593741-2 gnd rswk-swf USA Mortgage-Backed Security (DE-588)4593741-2 s 1\p DE-604 Erscheint auch als Druck-Ausgabe 9780199998166 https://doi.org/10.1093/acprof:oso/9780199998166.001.0001 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Davidson, Andrew S. 1959- Mortgage valuation models embedded options, risk, and uncertainty Valuation of mortgage-backed securities (MBS) requires blending empirical analysis of borrower behaviour and mathematical modelling 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. BUSINESS & ECONOMICS / Finance bisacsh Mortgage-backed securities fast Mortgage-backed securities / Valuation fast Wirtschaft Mortgage-backed securities Mortgage-backed securities Valuation United States Mortgage-Backed Security (DE-588)4593741-2 gnd |
| subject_GND | (DE-588)4593741-2 |
| title | Mortgage valuation models embedded options, risk, and uncertainty |
| title_auth | Mortgage valuation models embedded options, risk, and uncertainty |
| title_exact_search | Mortgage valuation models embedded options, risk, and uncertainty |
| title_full | Mortgage valuation models embedded options, risk, and uncertainty Andrew Davidson, Alex Levin |
| title_fullStr | Mortgage valuation models embedded options, risk, and uncertainty Andrew Davidson, Alex Levin |
| title_full_unstemmed | Mortgage valuation models embedded options, risk, and uncertainty Andrew Davidson, Alex Levin |
| title_short | Mortgage valuation models |
| title_sort | mortgage valuation models embedded options risk and uncertainty |
| title_sub | embedded options, risk, and uncertainty |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Mortgage-backed securities fast Mortgage-backed securities / Valuation fast Wirtschaft Mortgage-backed securities Mortgage-backed securities Valuation United States Mortgage-Backed Security (DE-588)4593741-2 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Mortgage-backed securities Mortgage-backed securities / Valuation Wirtschaft Mortgage-backed securities Mortgage-backed securities Valuation United States Mortgage-Backed Security USA |
| url | https://doi.org/10.1093/acprof:oso/9780199998166.001.0001 |
| work_keys_str_mv | AT davidsonandrews mortgagevaluationmodelsembeddedoptionsriskanduncertainty |