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
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;
Conference_Titel :
E -Business and E -Government (ICEE), 2011 International Conference on
Conference_Location :
Shanghai, China
Print_ISBN :
978-1-4244-8691-5
DOI :
10.1109/ICEBEG.2011.5884506
