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Valuation of mortgage-backed securities based on unobservable prepayment costs

Authors :
Hidetoshi Nakagawa
Tomoaki Shouda
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