Valuation of mortgage offer options

Title

Valuation of mortgage offer options

Author

Sun, L.

Contributor

Oosterlee, C.W. (mentor)

Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Date

2016-08-31

Subject

mortgage
mortgage offers
mortgage options
mortgage option value
the least squares method
the stochastic grid bundling method

To reference this document use:

http://resolver.tudelft.nl/uuid:f27e6029-bae2-498c-a9c6-c5b658cd6334

Part of collection

Student theses

Document type

master thesis

Rights

(c) 2016 Sun, L.