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Reverse Engineering of Prepayment Functions andthe Potential Applications for MSRs and IOs Valuation

Reverse Engineering of Prepayment Functions andthe Potential Applications for MSRs and IOs Valuation

Ortiz, Carlos E; Stone, Charles A; Zissu, Anne
  • 期刊名称The Journal of Structured Finance
  • 作者Ortiz, Carlos E; Stone, Charles A; Zissu, Anne
  • 卷第22卷
  • 期第3期
  • 印刷ISSN1551-9783
  • 电子ISSN2374-1325
  • 文件大小2178.46KB
  • 发表时间2016-10
  • DOI10.3905/jsf.2016.22.3.045
  • 页码45-54
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