Derivative Sourcebook: Search Results

mortgages and mortgage-backed securities (12010810)

1. Pricing Mortgage Default and Foreclosure Delay
B. Ambrose and R. Buttimer and C. Capone

2. Fnma Mortgage Purchase Commitments As Put Options - An Empirical-Examination
T. Berry and A. Gehr 3. Determinants of Gnma Mortgage Prices
M. Brennan and E. Schwartz 4. Pricing Default-Free Fixed-Rate Mortgages
S. Buser and P. Hendershott 5. Pricing Life-of-Loan Rate Caps on Default-Free Adjustable-Rate Mortgages
S. Buser and P. Hendershott and A. Sanders 6. Mortgage Rate Insurance and the Canadian Mortgage Market
D. Capozza and G. Gau 7. The Pricing and Implementation of Mortgage Rate Insurance
D. Capozza and G. Gau 8. Pricing Fha Mortgage Default Insurance
D. Cunningham and P. Hendershott 9. Mortgage Termination - An Empirical Hazard Model with a Stochastic Term Structure
Y. Deng 10. A Comparison of Alternative Models for Pricing Gnma Mortgage-Backed Securities
K. Dunn and J. Mcconnell 11. Valuation of Gnma Mortgage-Backed Securities
K. Dunn and J. Mcconnell 12. On the Design and Pareto-Optimality of Participating Mortgages
M. Ebrahim 13. Pricing Default Risk in Mortgages
J. Epperson and J. Kau and D. Keenan and W. Muller 14. Hedged Real-Estate Portfolios and the Wealth Redistribution Effect of Real-Estate Option
L. Farrell 15. Fha Terminations - A Prelude to Rational Mortgage Pricing
C. Foster and R. Vanorder 16. Pricing the Shared-Appreciation Mortgage in a Stochastic Environment
D. French and R. Haney 17. Market Conditions, Risk, and Real-Estate Portfolio Returns - Some Empirical-Evidence
J. Glascock 18. A Comparison of Conventional and Rate Reduction Option Mortgages
R. Gorman and J. Kehr and D. Marshall 19. Gains from Diversifying into Real-Estate - 3 Decades of Portfolio Returns Based on the Dynamic Investment Model
R. Grauer and N. Hakansson 20. Valuing the Mortgage Borrowers Prepayment Option
A. Hall 21. Pricing Mortgages - An Interpretation of the Models and Results
P. Hendershott and R. Vanorder 22. Integration of Mortgage and Capital-Markets and the Accumulation of Residential Capital
P. Hendershott and R. Vanorder 23. The Valuation and Securitization of Commercial and Multifamily Mortgages
J. Kau and D. Keenan and W. Muller and J. Epperson 24. The Valuation and Analysis of Adjustable Rate Mortgages
J. Kau and D. Keenan and W. Muller and J. Epperson 25. A Generalized Valuation Model for Fixed-Rate Residential Mortgages
J. Kau and D. Keenan and W. Muller and J. Epperson 26. Option Theory and Floating-Rate Securities with a Comparison of Adjustable-Rate and Fixed-Rate Mortgages
J. Kau and D. Keenan and W. Muller and J. Epperson 27. The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment
J. Kau and D. Keenan and W. Muller and J. Epperson 28. A Contingent Claims Analysis of Price Level-Adjusted Mortgages
T. Kim 29. Loan Loss Severity and Optimal Mortgage Default
V. Lekkas and J. Quigley and R. Vanorder 30. Mortgage-Backed Futures and Options
D. Ling 31. Government Intervention in the Mortgage Market - A Study of Anti-Redlining Regulations
R. Masulis 32. Mortgage Instruments and Interest-Rate Volatility
J. Murphy 33. An Empirical-Test of an Option Pricing Model of Mortgage-Backed Securities Pricing
J. Murphy 34. On the Pricing of Shared-Appreciation Mortgages
F. Page and A. Sanders 35. Efficiency in the Mortgage Market - The Borrowers Perspective
J. Quigley and R. Vanorder 36. An Arbitrage-Free Estimate of Prepayment Option Prices in Fixed-Rate Gnma Mortgage-Backed Securities
E. Ronn and P. Rubinstein and F. Pan 37. Real-Estate Taxation and Commercial Mortgage Underwriting
L. Shilton and W. Oconnor and J. Teall and J. Webb 38. The Mortgage Refinancing Decision
J. Siegel 39. Valuing Commercial Mortgages - An Empirical-Investigation of the Contingent-Claims Approach to Pricing Risky Debt
S. Titman and W. Torous 40. User Fees and Mortgage Markets
R. Vanorder 41. Mortgages and Markov-Chains - A Simplified Evaluation Model
P. Zipkin

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