@article {Pestre7, author = {Christian R. Pestre and Paul A. Richardson and Charles E.. Webster, Jr}, title = {Default Probabilities and Credit-Adjusted Spreads for Non-Agency Mortgage Securities}, volume = {2}, number = {1}, pages = {7--23}, year = {1992}, doi = {10.3905/jfi.1992.408040}, publisher = {Institutional Investor Journals Umbrella}, issn = {1059-8596}, URL = {https://jfi.pm-research.com/content/2/1/7}, eprint = {https://jfi.pm-research.com/content/2/1/7.full.pdf}, journal = {The Journal of Fixed Income} }