Optimal mortgage loan securitization and the subprime crisis

Optimization Letters

Volumn 4, Issue 1, 2010, Pages 97-115

  Mukuddem Petersen, J ^a   Mulaudzi, M P ^a   Petersen, Mark Adam ^a   Schoeman, I M ^a  

^a NORTH WEST UNIVERSITY   (South Africa)

Author keywords

Credit default swaps; Credit ratings; Profitability; Subprime mortgage crisis; True sales mortgage loan securitization

Indexed keywords

CASH OUTFLOW; CREDIT DEFAULT SWAP; CREDIT RATINGS; HAMILTON JACOBI BELLMAN EQUATION; MORTGAGE LOANS; OPTIMAL CONTROLS; OPTIMIZATION PROBLEMS; POWER UTILITY; ROOT CAUSE; SMOOTH SOLUTIONS;

PROFITABILITY; RATING;

OPTIMIZATION;

EID: 72249090643     PISSN: 18624472     EISSN: 18624480     Source Type: Journal    
DOI: 10.1007/s11590-009-0140-y     Document Type: Article

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