Managing Risk in Mortgage Portfolios - Alex O. Williams - Books - Bloomsbury Publishing Plc - 9780899300580 - December 4, 1987
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Alex O. Williams
Managing Risk in Mortgage Portfolios

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He then examines four systems for analyzing portfolio risk: the regression method of mortgage risk analysis, the linear probability model, cohort analysis of delinquency risk, and a discriminant functional classification model used to measure default risk.

176 pages

Media Books     Hardcover Book   (Book with hard spine and cover)
Released December 4, 1987
ISBN13 9780899300580
Publishers Bloomsbury Publishing Plc
Pages 184
Dimensions 163 × 241 × 18 mm   ·   435 g
Language English  

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