Mathematical theory of mortgage modeling - Goncharov, Yevgeny (ProQuest Dissertations & Theses, 2003)
Keywords: Approximation; Arbitrage; Burnout; Cash flow; Collateral; Collateralized mortgage obligations; Costs; Credit risk; Decision making; Default; Diffusion; Finance; Fixed rates; Interest rates; Liability; Mathematics; Mortgage backed securities; Mortgage rates; Mortgages; Numerical analysis; Prepayments; Probability; Real estate financing; Refinancing; Theory; Valuation