Risk, Return, and Hedging of Fixed-Rate Mortgages

Publisher Website

30 September 1991

journal article
Published by With Intelligence LLC in The Journal of Fixed Income

Vol. 1 (2) , 85-107
https://doi.org/10.3905/jfi.1991.408017

Abstract

No abstract available

Keywords

This publication has 5 references indexed in Scilit:

Prepayments and the Valuation of Adjustable Rate Mortgage-Backed Securities
The Journal of Fixed Income, 1991
Prepayment and the Valuation of Mortgage-Backed Securities
The Journal of Finance, 1989
Prepayments on fixed-rate mortgage-backed securities
The Journal of Portfolio Management, 1989
Valuation of GNMA Mortgage-Backed Securities
The Journal of Finance, 1981
The Pricing of Options and Corporate Liabilities
Journal of Political Economy, 1973