An Empirical Study of the Curtailment on a Bank''s Mortgage Portfolio
碩士 === 國立臺灣大學 === 財務金融學研究所 === 92 === This thesis researches the impact of mortgage curtailment behavior on the subsequent default probabilities. Almost all mortgage prepayment literature focus on the analysis of complete payoff. That is, when a borrower chooses to pay off the entire remaining bal...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67035086433046416627 |