DocumentCode
1665640
Title
Mortgage loan pricing model unde the default risk
Author
Wenqin, Li ; Shen, Li
Author_Institution
College of Management Xi´´an University of Science and Technology Xi´´an, China
fYear
2011
Firstpage
1
Lastpage
4
Abstract
This paper use the option pricing theory, based on the risk of default under the mortgage related to pricing model. Mortgage loan risk compensation will be converted to put option with the different strike price.
Keywords
Biological system modeling; Computational modeling; Loans and mortgages; Monte Carlo methods; Pricing; Seminars; Mortgage loans; Put options; The monte-carlo simulation;
fLanguage
English
Publisher
ieee
Conference_Titel
E -Business and E -Government (ICEE), 2011 International Conference on
Conference_Location
Shanghai, China
Print_ISBN
978-1-4244-8691-5
Type
conf
DOI
10.1109/ICEBEG.2011.5884506
Filename
5884506
Link To Document