Chih-Hsing Hung

Fortune Institute of Technology

Lecturer, Department of Finance

Kaohsiung

Taiwan

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Scholarly Papers (1)

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Modeling Mortgages with Prepayment Penalties

Emerging Markets Finance and Trade, Vol. 48, No. S.3, 2012
Number of pages: 19 Posted: 07 Jan 2013
Chih-Hsing Hung, Ming-Chi Chen and Shyh-Weir Tzang
Fortune Institute of Technology, National Sun Yat-sen University - Department of Finance and Asia University - Department of Finance
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Abstract:

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CIR Model, Crank-Nicolson, prepayment penalties, yield maintenance agreement