Callable mortgage bonds: numerical methods and valuation models for pricing and risk analysis

Auteur :
Rom, Niels
Éditeur :
Springer International Publishing AG
ISBN :
9783031878886
Date de publication :
10 mai 2025
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
Callable mortgage bonds constitute an enormous asset class and often offer long-term stable investments that are very attractive for pension funds.