A reduced modelling approach to the pricing of mortgage backed securities.

Parshad, Rana D.

Electronic Journal of Differential Equations (EJDE) [electronic only] (2010)

  • Volume: 2010, page Paper No. 136, 14 p., electronic only-Paper No. 136, 14 p., electronic only
  • ISSN: 1072-6691

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Parshad, Rana D.. "A reduced modelling approach to the pricing of mortgage backed securities.." Electronic Journal of Differential Equations (EJDE) [electronic only] 2010 (2010): Paper No. 136, 14 p., electronic only-Paper No. 136, 14 p., electronic only. <http://eudml.org/doc/224001>.

@article{Parshad2010,
author = {Parshad, Rana D.},
journal = {Electronic Journal of Differential Equations (EJDE) [electronic only]},
keywords = {mortgage backed security; reduced modelling; well posedness; fixed point theorem},
language = {eng},
pages = {Paper No. 136, 14 p., electronic only-Paper No. 136, 14 p., electronic only},
publisher = {Southwest Texas State University, Department of Mathematics, San Marcos, TX; North Texas State University, Department of Mathematics, Denton},
title = {A reduced modelling approach to the pricing of mortgage backed securities.},
url = {http://eudml.org/doc/224001},
volume = {2010},
year = {2010},
}

TY - JOUR
AU - Parshad, Rana D.
TI - A reduced modelling approach to the pricing of mortgage backed securities.
JO - Electronic Journal of Differential Equations (EJDE) [electronic only]
PY - 2010
PB - Southwest Texas State University, Department of Mathematics, San Marcos, TX; North Texas State University, Department of Mathematics, Denton
VL - 2010
SP - Paper No. 136, 14 p., electronic only
EP - Paper No. 136, 14 p., electronic only
LA - eng
KW - mortgage backed security; reduced modelling; well posedness; fixed point theorem
UR - http://eudml.org/doc/224001
ER -

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