Description

Book Synopsis

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 Institutes Loan Book.- Chapter 11. Cash Settled Swaptions.

Callable Mortgage Bonds

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    A Hardback by Niels Rom

    15 in stock


      View other formats and editions of Callable Mortgage Bonds by Niels Rom

      Publisher: Springer
      Publication Date: 08/06/2025
      ISBN13: 9783031878886, 978-3031878886
      ISBN10:

      Description

      Book Synopsis

      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 Institutes Loan Book.- Chapter 11. Cash Settled Swaptions.

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