Mortgage valuation models : embedded options, risk, and uncertainty, Andrew S. Davidson and Alexander Levin
Resource Information
The instance Mortgage valuation models : embedded options, risk, and uncertainty, Andrew S. Davidson and Alexander Levin represents a material embodiment of a distinct intellectual or artistic creation found in European University Institute.
The Resource
Mortgage valuation models : embedded options, risk, and uncertainty, Andrew S. Davidson and Alexander Levin
Resource Information
The instance Mortgage valuation models : embedded options, risk, and uncertainty, Andrew S. Davidson and Alexander Levin represents a material embodiment of a distinct intellectual or artistic creation found in European University Institute.
- Label
- Mortgage valuation models : embedded options, risk, and uncertainty, Andrew S. Davidson and Alexander Levin
- Title remainder
- embedded options, risk, and uncertainty
- Statement of responsibility
- Andrew S. Davidson and Alexander Levin
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- volume
- Carrier MARC source
- rdacarrier.
- Content category
- text
- Content type MARC source
- rdacontent.
- Contents
- 1 Fundamentals of MBS Risk and Valuation Chapter 1 Dimensions of Uncertainty Chapter 2 Fundamentals of Securitization Chapter 3 Investors in Mortgage-Backed Securities Chapter 4 Valuation with Risk Factors and Risk Neutrality Chapter 5 Short-Rate Term-Structure Modeling Chapter 6 Risk-Neutral Modeling Using Forward and Futures Prices Part 2 Modeling and Valuation of Agency MBS Chapter 7 Agency Pool Prepayment Models Chapter 8 Engineering of Valuation Models without Simulations Chapter 9 Monte Carlo Methods Chapter 10 Applications of the OAS Valuation Approach to Agency MBS Chapter 11 Prepayment Risk Neutrality (the concept of prOAS) Part 3 Modeling and Valuation of Non-Agency MBS Chapter 12 Loan Level Modeling of Prepayment and Default Chapter 13 The Concept of Credit OAS Chapter 14 Empirical Modeling of Home Prices Chapter 15 Credit Analysis on a Scenario Grid and Analytical Shortcuts Part 4 Analysis of the 2008-2009 Financial Crisis Chapter 16 Lesson #1: The Role of Financing and Affordability in the Formation of Housing Prices Chapter 17 Lesson #2: The CDO Calamity and Six Degrees of Separation Chapter 18 Lesson #3: Fair versus Intrinsic Valuation under Market Duress Part 5 Building a Healthy Housing Finance System Chapter 19 How to Measure Risk, Rank Deals and Set Aside Capital Chapter 20 How to Price New Loans Chapter 21 The Future of Housing Finance and MBS Modeling References
- Control code
- FIEb17555115
- Dimensions
- 24 cm.
- Extent
- x, 453 pages
- Isbn
- 9780199998166
- Media category
- unmediated
- Media MARC source
- rdamedia.
- Other physical details
- illustrations
- Record ID
- u305903
- System control number
-
- (Uk)016682606
- (OCoLC)857370303
Context
Context of Mortgage valuation models : embedded options, risk, and uncertainty, Andrew S. Davidson and Alexander LevinEmbed
Settings
Select options that apply then copy and paste the RDF/HTML data fragment to include in your application
Embed this data in a secure (HTTPS) page:
Layout options:
Include data citation:
<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/CIYtqTTe1Og/" typeof="Book http://bibfra.me/vocab/lite/Instance"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/CIYtqTTe1Og/">Mortgage valuation models : embedded options, risk, and uncertainty, Andrew S. Davidson and Alexander Levin</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
Note: Adjust the width and height settings defined in the RDF/HTML code fragment to best match your requirements
Preview
Cite Data - Experimental
Data Citation of the Instance Mortgage valuation models : embedded options, risk, and uncertainty, Andrew S. Davidson and Alexander Levin
Copy and paste the following RDF/HTML data fragment to cite this resource
<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/CIYtqTTe1Og/" typeof="Book http://bibfra.me/vocab/lite/Instance"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/CIYtqTTe1Og/">Mortgage valuation models : embedded options, risk, and uncertainty, Andrew S. Davidson and Alexander Levin</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
