Callable Mortgage Bonds
portes grátis
Callable Mortgage Bonds
Numerical Methods and Valuation Models for Pricing and Risk Analysis
Rom, Niels
Springer International Publishing AG
06/2025
226
Dura
Inglês
9783031878886
Pré-lançamento - envio 15 a 20 dias após a sua edição
Descrição não disponível.
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Mathematical Finance;Quantitative Finance;Trading;Fixed Income;Derivatives Pricing;Prepayment Model Estimation;Numerical Methods;Capital Markets;Banking;Risk Management;Stochastic Interest Rate Model;Finite Difference;Valuation;Semi Analytical MBS Pricing;Monte Carlo
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
