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Emanuele Casamassima

1 paper here

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author position
  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

collaborators

1 paper

q-fin.RM2021

Pricing and Hedging Prepayment Risk in a Mortgage Portfolio

Emanuele Casamassima, Lech A. Grzelak, Frank A. Mulder +1

Understanding mortgage prepayment is crucial for any financial institution providing mortgages, and it is important for hedging the risk resulting from such unexpected cash flows.…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.