An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options

By Nicholas J. Sharp, David P. Newton, Peter W. Duck. 2008

49 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/2b1e8d4d7719d1da64bd1fd7d320c5ce50ec1fba