Contributions of The Journal of Fixed Income to MBS Analysis.
FJ Fabozzi - Journal of Fixed Income, 2022 - search.ebscohost.com
Over the past 31 years, The Journal of Fixed Income has published articles that were
primers about the structure and risk characteristics for the growing number of complex …
primers about the structure and risk characteristics for the growing number of complex …
MBS Valuation and Prepayments
CH Ted Hong, WC Wang - Encyclopedia of Finance, 2022 - Springer
This chapter not only provides a comparison of recent models in the valuation of mortgage-
backed securities but also proposes an integrated model that addresses important issues of …
backed securities but also proposes an integrated model that addresses important issues of …
[PDF][PDF] Frontiers of Real Estate Research
A Hizmo, S Van Nieuwerburgh - people.stern.nyu.edu
Frontiers of Real Estate Research Page 1 Overview Urban/Portfolio Macro References
Frontiers of Real Estate Research Aurel Hizmo and Stijn Van Nieuwerburgh NYU Stern School …
Frontiers of Real Estate Research Aurel Hizmo and Stijn Van Nieuwerburgh NYU Stern School …
Prepayment and the valuation of Canadian mortgage-backed securities: a proportional hazards approach
RD Quick - 1997 - open.library.ubc.ca
This paper estimates both parametric and non-parametric proportional hazards models for a
subset of Canadian mortgage-backed security data. The estimated parametric hazard …
subset of Canadian mortgage-backed security data. The estimated parametric hazard …