Callable Mortgage Bonds: Numerical Methods and Valuation Models for Pricing and Risk Analysis
Author:   Niels Rom
Publisher:   Springer International Publishing AG
ISBN:  

9783031878886


Pages:   206
Publication Date:   10 May 2025
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Callable Mortgage Bonds: Numerical Methods and Valuation Models for Pricing and Risk Analysis


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Author:   Niels Rom
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
ISBN:  

9783031878886


ISBN 10:   3031878884
Pages:   206
Publication Date:   10 May 2025
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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Author Information

Niels Rom is Head of Risk and Pricing Model Validation at Nordea Bank in Copenhagen (Denmark). His work includes pricing models, including xVA, market risk models, counterparty credit risk models and AI models. He leads a team consisting of validation specialists with backgrounds in Astrophysics, Mathematics, Mathematical Finance, Physics and Statistics. 

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Latest Reading Guide

April RG 26_2

 

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