Mortgage Markets in the Age of AI | Financial Principles, Pricing, Risk, and Machine Learning
Langue : anglais
Edité par 2Peanuts.com, 2026
- Livre broché
- Neuf



Vendeur : preigu, Osnabrück, Allemagnepreigu
Vendeur AbeBooks depuis 5 août 2024
Etat: Neuf
EUR 93,30
Quantité disponible : 5 disponibles
Ajouter au panierA propos de cet article
Mortgage Markets in the Age of AI | Financial Principles, Pricing, Risk, and Machine Learning | Fuheng Wu | Taschenbuch | Englisch | 2026 | [.] | EAN 9798995152378 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
N° de réf. du vendeur 136493964
- Titre
- Mortgage Markets in the Age of AI | Financial Principles, Pricing, Risk, and Machine Learning
- Auteur
- Fuheng Wu
- Éditeur
- 2Peanuts.com
- Année de publication
- 2026
- État de l'article
- Neu
- Reliure
- Taschenbuch
- Langue
- anglais
- ISBN à 13 chiffres
- 9798995152378
- Poids de l'article
- 746 grammes
- Dimensions
- 254 x 178 x 21 mm
- Catalogues du vendeur
- Bücher
This book explains the US mortgage market in plain language first, then the mathematics. It follows five people through the life of one loan: Jack the borrower, Maya the loan officer, Priya the servicer, Benny the dealer, and Elena the investor. Every formula arrives attached to whoever uses it, and all of it ties back to one object: a thirty-year payment stream.
Nine chapters carry that stream from a kitchen table to a trading desk. The early chapters build the mortgage itself: amortization, underwriting, pooling, and the prepayment conventions (SMM, CPR, PSA) that describe how fast a pool pays down. The middle chapters add the machinery a desk runs on: SOFR discounting, DV01, CV01, and key rate durations; Ito's lemma applied to the Vasicek and Hull-White short-rate models; the prepayment option as a receiver swaption on the mortgage rate; and option-adjusted spread as pricing by expected discounted payoff.
The final chapters are about what breaks: why prepayment forecasting sits at the center of pricing, servicing, and hedging, and how millions of loans collapse into priceable cohorts; why a hedge that is right at 9:30 is wrong by 9:31, why no traded instrument shares Jack's psychology, and how every desk hedging convexity the same way turns a small rate move into a large one. The last chapter brings the modern toolkit - hybrid ensembles, competing-risk survival trees, neural SDEs for joint rate and home-price paths, neural pricing surrogates for real-time OAS - plus the governance that makes it safe to run with money behind it.
For analysts, investors, quantitative developers, and practitioners.
« Synopsis » peut appartenir à une autre édition de cet ouvrage.
preigu
Osnabrück, Allemagne
Vendeur AbeBooks depuis 5 août 2024
Frais d'expédition de Allemagne vers Etats-Unis
| Article | 60 à 60 jours ouvrés | 60 à 60 jours ouvrés |
|---|---|---|
| Premier article | EUR 70,00 | EUR 70,00 |
Modes de paiement
- Paypal
Description de la boutique
preigu betreibt einen Onlineversandhandel mit über 1 Mio. Produkten in verschiedenen Sortimenten. Das Kernsortiment besteht aus Büchern, Medien und Spielwaren. Ein gelungenes Einkaufserlebnis ist das Ziel einer jeden Bestellung bei preigu, denn der Kunde und seine Zufriedenheit stehen an erster Stelle. preigu setzt daher auf einen kompetenten Kundenservice, funktionierende Prozesse und schnelle Reaktion.
Spécialité
Bücher, SpielwarenProfil professionnel du vendeur
preigu GmbH & Co. KG
Lengericher Landstraße 19
Osnabrück, Allemagne 49078
Conditions de vente
About Us
Legal website operator identification:
preigu GmbH & Co. KG
Lengericher Landstr. 19
49078 Osnabrück
Germany
Telephone: +49 (0) 541 / 580 72 84
Email: mail@preigu.de
VAT No: DE 455 380 498
AG Osnabrück - HRA 209647
PhG: preigu Verwaltung GmbH
AG Osnabrück - HRB 221793
CEO: Ansas Meyer
We are neither willing nor obliged to participate in dispute resolution proceedings before consumer arbitration boards.
We are a member of the initiative "FairCommerce" since 30.11.2016.
For more information, see: https://www.haendlerbund.de/de/haendlerbund/interessenvertretung/faircommerce
Droit de rétractation
Instructions for revocation
Right of withdrawal for the sale of goods
Revocation right for consumers
(A ‘consumer' is any natural person who concludes a legal transaction which, to an overwhelming extent, cannot be attributed to either his commercial or independent professional activities.)
Instructions for revocation
Revocation right
You have the right to revoke this contract within 14 days without specifying any reasons.
The revocation period is 14 days with effect from the day,
-
on which you or a third party nominated by you, which is not the carrier, had taken possession of the products, provided you had ordered one or more products within the scope of a standard order and this/these product/products is/are delivered uniformly;
-
on which you or a third party nominated by you, which is not the carrier, had taken possession of the last product, provided you had ordered several products within the scope of a standard order and these products are delivered separately;
-
on which you or a third party nominated by you, which is not the carrier, had taken possession of the last part delivery or the last unit, provided you had ordered a product, which is delivered in several part deliveries or units;
To exercise your right of withdrawal, you must inform us (preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, Telephone number: +49 (0) 541 / 580 72 84, E-Mail address: mail@preigu.de) by means of a clear declaration (e.g. a letter sent by post, or an e-mail) of your decision to withdraw from this contract. You can use the attached model withdrawal form for this purpose, which is, however, not mandatory.
You can also exercise your right of withdrawal online by clicking on a button labelled accordingly (such as ‘Withdraw from contract' or similar) on the AbeBooks/ZVAB website. If you use this online function, you will immediately receive a confirmation of receipt on a durable medium (e.g. via email) containing information on the content of the withdrawal notice, as well as the date and time of its receipt.
In order to safeguard the revocation period, it is sufficient that you send the notification about the exercise of the revocation right before the expiry of the revocation period.
Consequences of the revocation
If you revoke this contract, we shall repay all the payments, which we received from you, including the delivery costs (with the exception of additional costs, which arise from that fact that you selected a form of delivery other than the most reasonable standard delivery offered by us), immediately and at the latest within 14 days from the day on which we received the notification about the revocation of this contract from you. We use the same means of payment, which you had originally used during the original transaction, for this repayment unless expressly agreed otherwise with you; you will not be charged any fees owing to this repayment.
We can refuse the repayment until the products are returned to us or until you have furnished evidence that you have sent the products back to us, depending on whichever is earlier.
You must return or transfer the products to us immediately and, in any case, at the latest within 14 days with effect from the day on which you inform us of the revocation of this contract. The deadline is maintained if you send the products before the expiry of the 14 day deadline.
You bear the direct costs for returning the products.
You must pay for any depreciation of the products only if this depreciation can be attributed to any handling with you that was not necessary for checking the condition, features and functionality of the products.
Criteria for exclusion or expiry
The revocation right is not available for contracts
-
for delivery of products, which are not prefabricated and for whose manufacturing an individual selection or stipulation by the consumer is important or which are clearly tailored to the personal requirements of the consumer;
-
for delivery of products, which can spoil quickly or whose use-by date would be exceeded quickly;
-
for delivery of alcoholic drinks, whose price was agreed at the time of concluding the contract, which however can be delivered 30 days after the conclusion of the contract at the earliest and whose current value depends on the fluctuations in the market, on which the entrepreneur has no influence;
-
for delivery of newspapers, periodicals or magazines with the exception of subscription contracts. The revocation right expires prematurely in case of contracts
-
for delivery of sealed products, which are not suitable for return for reasons of health protection or hygiene if their seal has been removed after the delivery;
-
for delivery of products if they have been mixed inseparably with other goods after the delivery, owing to their condition;
-
for delivery of sound or video recording or computer software in a sealed package if the seal has been removed after the delivery.
Specimen - revocation form
(If you wish to revoke the contract, please fill up this form and send it back to us.)
-
To preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, Email address: mail@preigu.de :
-
I/we () herewith revoke the contract concluded by me/ us () regarding the purchase of the following products ()/
the provision of the following service () -
Ordered on ()/ received on ()
-
Name of the consumer(s)
-
Address of the consumer(s)
-
Signature of the consumer(s) (only in case of a notification on paper)
-
Date
(*) Cross out the incorrect option.