Mortgage Valuation Models

Mortgage Valuation Models
Author :
Publisher : Oxford University Press, USA
Total Pages : 465
Release :
ISBN-10 : 9780199998166
ISBN-13 : 0199998167
Rating : 4/5 (66 Downloads)

Book Synopsis Mortgage Valuation Models by : Andrew S. Davidson

Download or read book Mortgage Valuation Models written by Andrew S. Davidson and published by Oxford University Press, USA. This book was released on 2014 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Mortgage Valuation Models Related Books

Mortgage Valuation Models
Language: en
Pages: 465
Authors: Andrew S. Davidson
Categories: Business & Economics
Type: BOOK - Published: 2014 - Publisher: Oxford University Press, USA

DOWNLOAD EBOOK

Valuation of mortgage-backed securities requires blending empirical analysis of borrower behavior and mathematical modeling of interest rates and home prices, w
Mortgage Default and Mortgage Valuation
Language: en
Pages: 45
Authors: John Krainer
Categories: Law
Type: BOOK - Published: 2010-10 - Publisher: DIANE Publishing

DOWNLOAD EBOOK

The authors develop an equilibrium valuation model that incorporates optimal default to show how mortgage yields and lender recovery rates on defaulted mortgage
Mortgage Valuation Models
Language: en
Pages: 465
Authors: Andrew Davidson
Categories: Business & Economics
Type: BOOK - Published: 2014-05-22 - Publisher: Oxford University Press

DOWNLOAD EBOOK

Mortgage-backed securities (MBS) are among the most complex of all financial instruments. Analysis of MBS requires blending empirical analysis of borrower behav
Mortgage-backed Securities
Language: en
Pages: 292
Authors: Andrew S. Davidson
Categories: Business & Economics
Type: BOOK - Published: 1994 - Publisher: Irwin Professional Publishing

DOWNLOAD EBOOK

Mortgage Valuation Models
Language: en
Pages: 453
Authors: Andrew S. Davidson
Categories: Mortgage-backed securities
Type: BOOK - Published: 2014 - Publisher:

DOWNLOAD EBOOK

Valuation of mortgage-backed securities (MBS) requires blending empirical analysis of borrower behaviour and mathematical modelling of interest rates and home p