Search Results - "Petersen, Mark Adam"
-
1
A note on the subprime mortgage crisis: dynamic modelling of bank leverage profit under loan securitization
Published in Applied economics letters (01-01-2010)“…In this brief research article, we consider the financial modelling of the process of mortgage loan securitization that has been a root cause of the ongoing…”
Get full text
Journal Article -
2
Optimal mortgage loan securitization and the subprime crisis
Published in Optimization letters (2010)“…We analyze the process of mortgage loan securitization that has been a root cause of the current subprime mortgage crisis (SMC). In particular, we solve an…”
Get full text
Journal Article