Bart Kuijpers

APG Asset Management

Sr. Researcher

P.O. Box 75283

Amsterdam, 1070 AG

Netherlands

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Valuation and Optimal Exercise of Dutch Mortgage Loans with Prepayment Restrictions

Number of pages: 15 Posted: 26 Mar 2006
Bart Kuijpers and Peter C. Schotman
APG Asset Management and Maastricht University - Department of Finance
Downloads 209 (177,107)

Abstract:

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mortgage valuation, partial prepayments, binomial trees