A Prepayment Model for the Japanese Mortgage Loan Market: Prepayment-Type-Specific Parametric Model Approach

ISSN： 1387-2834

Source： Financial Engineering and the Japanese Markets, Vol.9, Iss.3-4, 2002-01, pp. : 305-335

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Prepayment of mortgage borrowers having a Bauspar-Loan

By Cieleback Marcus

Property Management, Vol. 21, Iss. 4, 2003-08 ,pp. : 242-259

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

A New Prepayment Model (with Default): An Occupation-time Derivative Approach

By Sharp Nicholas Johnson Paul Newton David Duck Peter

The Journal of Real Estate Finance and Economics, Vol. 39, Iss. 2, 2009-08 ,pp. : 118-145

Springer Publishing Company

Access to resources Recommend Favorite

A Top-Down Approach for Asset-Backed Securities: A Consistent Way of Managing Prepayment, Default and Interest Rate Risks

By Fermanian Jean-David

The Journal of Real Estate Finance and Economics, Vol. 46, Iss. 3, 2013-04 ,pp. : 480-515

Springer Publishing Company

Access to resources Recommend Favorite

Optimal loan size and mortgage rationing

By Tse Raymond Y.C.

Journal of Property Finance, Vol. 8, Iss. 3, 1997-03 ,pp. : 195-206

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Prepayment risk and holding period for residential mortgages in Singapore - Evidence from condominium transactions data

By Ong Seow Eng

Journal of Property Investment and Finance, Vol. 18, Iss. 6, 2000-06 ,pp. : 586-602

Emerald Group Publishing Ltd

Access to resources Recommend Favorite