Pricing Life-of-Loan Rate Caps on Default-Free Adjustable-Rate Mortgages
- 1 September 1985
- journal article
- Published by Wiley in Real Estate Economics
- Vol. 13 (3) , 248-260
- https://doi.org/10.1111/1540-6229.00353
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- An Analysis of Variable Rate Loan ContractsThe Journal of Finance, 1980
- An equilibrium characterization of the term structureJournal of Financial Economics, 1977
- Savings bonds, retractable bonds and callable bondsJournal of Financial Economics, 1977
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973