A COMPARISON OF ALTERNATIVE MODELS FOR PRICING GNMA MORTGAGE-BACKED SECURITIES

被引：61

作者：

DUNN, KB ^{[1
]}

MCCONNELL, JJ ^{[1
]}

机构：

[1] PURDUE UNIV,KRANNERT GRAD SCH MANAGEMENT,W LAFAYETTE,IN 47907

来源：

关键词：

D O I：

10.2307/2327032

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：471 / 484

页数：14

共 11 条

[1]

BREALEY R, 1977, J FINANCE, V32, P415

[2] SAVINGS BONDS, RETRACTABLE BONDS AND CALLABLE BONDS [J].

BRENNAN, MJ ;

SCHWARTZ, ES .

[3]

COX JSG, UNPUBLISHED

CURLEY, AJ ;

GUTTENTAG, JM .

[5]

DUNN KB, UNPUBLISHED

[6]

Guttentag, 1974, EXPLORATIONS EC RES, V1, P114

[7] EXAMINATION OF CORPORATE CALL POLICIES ON CONVERTIBLE SECURITIES [J].

INGERSOLL, J .

[8]

INGERSOLL J, UNPUBLISHED

[9] OPTION PRICING WHEN UNDERLYING STOCK RETURNS ARE DISCONTINUOUS [J].

MERTON, RC .

[10]

WEBERMAN B, 1978, FORBES, V122, P192