PREPAYMENT AND THE VALUATION OF MORTGAGE-BACKED SECURITIES

被引：188

作者：

SCHWARTZ, ES

TOROUS, WN

机构：

来源：

关键词：

D O I：

10.2307/2328595

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：375 / 392

页数：18

共 9 条

[1]

ASKIN D, 1985, HDB MORTGAGE BACKED

[2]

BRENNAN M, AREUEA J, V13, P209

[3]

Brennan M.J., 1979, J BANKING FINANCE, V3, P133, DOI [DOI 10.1016/0378-4266(79)90011-6, 10.1016/0378-4266(79)90011-6]

[4]

BRENNAN MJ, 1982, J FINANCE QUANTITATI, V17, P201

[5] VALUATION OF GNMA MORTGAGE-BACKED SECURITIES [J].

DUNN, KB ;

MCCONNELL, JJ .

[6]

Efron B., 1982, JACKKNIFE BOOTSTRAP, DOI 10.1137/1.9781611970319

[7] THE EFFECTS OF INTEREST-RATES ON MORTGAGE PREPAYMENTS [J].

GREEN, J ;

SHOVEN, JB .

[8]

KALBFLEISCH JD, 1980, STATISTICAL ANAL FAI

[9] THE VALUATION OF FLOATING-RATE INSTRUMENTS - THEORY AND EVIDENCE [J].

RAMASWAMY, K ;

SUNDARESAN, SM .