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Valuation of mortgage-backed securities based on unobservable prepayment costs
- Source :
- Advances in Mathematical Economics ISBN: 9784431684527
- Publication Year :
- 2004
- Publisher :
- Springer Japan, 2004.
-
Abstract
- Mortgage-backed securities (MBS) have been rapidly increasing in issued total amount recently in Japan.
Details
- ISBN :
- 978-4-431-68452-7
- ISBNs :
- 9784431684527
- Database :
- OpenAIRE
- Journal :
- Advances in Mathematical Economics ISBN: 9784431684527
- Accession number :
- edsair.doi...........a4b3debc14c0edd4421e8a63c39f1afb
- Full Text :
- https://doi.org/10.1007/978-4-431-68450-3_6