Credit risk analysis of mortgage loans: An application to the Italian market

European Journal of Operational Research

Volumn 163, Issue 1, 2005, Pages 83-93

  Mari, Carlo ^a   Renò, Roberto ^a  

^a UNIVERSITY OF SIENA   (Italy)

Author keywords

Affine processes; Credit risk; Mortgage loans

Indexed keywords

COMPUTATIONAL COMPLEXITY; ECONOMICS; INVESTMENTS; MATHEMATICAL MODELS; PROBABILITY; RISK ASSESSMENT; RISK MANAGEMENT;

AFFINE PROCESSES; CREDIT RISKS; FINANCIAL INSTRUMENTS; MORTGAGE LOANS;

MARKETING;

EID: 9944242082     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2003.12.007     Document Type: Conference Paper

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