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Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates

机译：预付利率与利率呈负相关的情况下可赎回抵押支持证券的明确定价公式

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Qian Xiao-song; Jiang Li-shang; Xu Cheng-long; Wu Sen;
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年度 2012
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1. Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates [J] . Qian X.-S., Jiang L.-S., Xu C.-L., Journal of Mathematical Analysis and Applications . 2012,第2期

机译：在预付利率与利率呈负相关的情况下，可赎回抵押支持证券的明确定价公式
2. Explicit approximate analytic formulas for timer option pricing with stochastic interest rates [J] . Ma Jingtang, Deng Dongya, Lai Yongzeng The North American journal of economics and finance . 2015,第NOVa期

机译：具有随机利率的定时器期权定价的显式近似解析公式
3. The Effects of Negative Nominal Rates on the Pricing of American Calls: Some Theoretical and Numerical Insights [J] . Alessia Cafferata, Pier Giuseppe Giribone, Marina Resta Modern Economy . 2017,第7期

机译：负标称率对美国电话定价的影响：一些理论与数值见解
4. Closed-form mortgage pricing formula with outstanding principal as prepayment value [C] . Tsai Yi-Cheng, Chen Zheng-Hui, Ho Jan-Ming, 2012 IEEE Conference on Computational Intelligence for Financial Engineering amp; Economics. . 2012

机译：以未偿还本金作为预付款值的封闭式抵押贷款定价公式
5. THE DETECTION AND CONTROL OF SYSTEMATIC PREPAYMENT RISK IN MORTGAGE-BACKED SECURITIES. [D] . LACEY, NELSON JAY. 1985

机译：抵押支持证券中系统预付款风险的检测和控制。
6. Does the discrepancy between implicit and explicit attitudes moderate the relationships between explicit attitude and (intention to) being physically active? [O] . Carolin Muschalik, Iman Elfeddali, Math J. J. M. Candel, 2019

机译：内隐态度和外显态度之间的差异是否缓和了外显态度和（有意）进行体育锻炼之间的关系？
7. PRICING RESIDENTIAL MORTGAGE-BACKED SECURITIES WITH THE TERM STRUCTURE AND THE INTEREST-RATE SENSITIVITY OF PREPAYMENT RISK [O] . Norio Kishida, Yasutoshi Takayama, Yukio Muromachi 2013

机译：定价住宅抵押贷款支持证券，具有术语结构和预付风险的利率敏感性

Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates

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