Mortgage Valuation Models
Author | : Andrew S. Davidson |
Publisher | : Oxford University Press, USA |
Total Pages | : 465 |
Release | : 2014 |
ISBN-10 | : 9780199998166 |
ISBN-13 | : 0199998167 |
Rating | : 4/5 (167 Downloads) |
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.