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
Mansour, . S. M. (2012). A Continuous-Time Model for the Valuation of Mortgage-Backed Securities (1–). https://preserve.lehigh.edu/lehigh-scholarship/graduate-publications-theses-dissertations/theses-dissertations/continuous-0
Mansour, Stephen Malik. 2012. “A Continuous-Time Model for the Valuation of Mortgage-Backed Securities”. https://preserve.lehigh.edu/lehigh-scholarship/graduate-publications-theses-dissertations/theses-dissertations/continuous-0.
Mansour, Stephen Malik. A Continuous-Time Model for the Valuation of Mortgage-Backed Securities. Jan. 2012, https://preserve.lehigh.edu/lehigh-scholarship/graduate-publications-theses-dissertations/theses-dissertations/continuous-0.