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Mortgage Valuation Models
- Embedded Options, Risk, and Uncertainty
- Binding:
- Hardback
- Pages:
- 464
- Published:
- July 9, 2014
- Dimensions:
- 168x239x29 mm.
- Weight:
- 794 g.
Delivery:
2-3 weeks
Expected delivery: January 10, 2025
Extended return policy to January 30, 2025
Description of Mortgage Valuation Models
Valuation of mortgage-backed securities requires blending empirical analysis of borrower behavior and mathematical modeling 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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