Text

A Continuous-Time Model for the Valuation of Mortgage-Backed Securities

About this Digital Document

Full Title
A Continuous-Time Model for the Valuation of Mortgage-Backed Securities
Member of
Theses and Dissertations
Contributor(s)
Creator: Mansour, Stephen Malik
Thesis advisor: Storer, Robert H. ; Dobric, Vladimir ; Thiele, Aurélie C. ; Perevalov, Eugene;
Publisher
Lehigh University
Date Issued
2012-01
Language
English
Type
Text
Genre
dissertations
Form
electronic documents
Department name
Industrial Engineering
Digital Format
electronic documents
Media type
application/pdf
Creator role
Graduate Student
Identifier
786432476
https://asa.lib.lehigh.edu/Record/1174807
Subject (LCSH)
Engineering
Industrial Engineering
Keywords
Continuous
Mortgage

Citation


        
      

              

        
@mastersthesis{mansour2012,
  title = {A Continuous-Time Model for the Valuation of Mortgage-Backed Securities},
  author = {Mansour, Stephen},
  year = {2012},
  month = jan,
  publisher = {Lehigh University},
  url = {https://asa.lib.lehigh.edu/Record/1174807},
  keywords = {Continuous, Mortgage},
  language = {English},
}