Prepayment behavior of Dutch mortgagors: an empirical analysis
E Charlier, A Van Bussel - Real estate economics, 2003 - Wiley Online Library
The suboptimal exercise of the prepayment option in a mortgage is relevant for mortgage
pricing and the management of a mortgage portfolio. Construction of an accurate …
pricing and the management of a mortgage portfolio. Construction of an accurate …
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 …
Pricing path-dependent securities by the extended tree method
N Kishimoto - Management Science, 2004 - pubsonline.informs.org
This paper presents a discrete-time method (ET method) for pricing path-dependent
securities by the supplementary variable technique and examines the ET method from the …
securities by the supplementary variable technique and examines the ET method from the …
[BOOK][B] Option theory for mortgages and mortgage-backed securities
YME Lam - 2003 - search.proquest.com
The objective of this dissertation is to develop an option model for residential mortgages and
Mortgage-Backed Securities. Previous studies in the literature have identified several …
Mortgage-Backed Securities. Previous studies in the literature have identified several …
[PDF][PDF] Optimal Bond Refunding: Evidence From the Municipal Bond Market
S Priyadarshi - 1997 - vtechworks.lib.vt.edu
This dissertation empirically examines refunding decisions employed by issuers of tax-
exempt bonds. Callable bonds contain embedded call options by virtue of provisions in …
exempt bonds. Callable bonds contain embedded call options by virtue of provisions in …