Pricing adjustable-rate mortgages with prepayment and default options

  1. M.C. Calvo-Garrido 1
  2. C. Vázquez 1
  1. 1 Departamento de Matemáticas, Universidade da Coruña
Book:
Proceedings of the XXIV Congress on Differential Equations and Applications, XIV Congress on Applied Mathematics
  1. J.M. Díaz Moreno (ed. lit.)
  2. J.C. Díaz Moreno (ed. lit.)
  3. C. García Vázquez (ed. lit.)
  4. J. Medina Moreno (ed. lit.)
  5. F. Ortegón Gallego (ed. lit.)
  6. C. Pérez Martínez (ed. lit.)
  7. M.V. Redondo Neble (ed. lit.)
  8. J.R. Rodríguez Galván (ed. lit.)

Publisher: Servicio de Publicaciones ; Universidad de Cádiz

ISBN: 978-84-9828-529-1,  978-84-9828-527-7

Year of publication: 2015

Pages: 779-785

Congress: Congreso de Matemática Aplicada (14. 2015. Cádiz)

Type: Conference paper

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Data source: Dialnet