Pricing commercial mortgages and their mortgage-backed securities
- 1 December 1990
- journal article
- Published by Springer Nature in The Journal of Real Estate Finance and Economics
- Vol. 3 (4) , 333-356
- https://doi.org/10.1007/bf00178857
Abstract
No abstract availableKeywords
This publication has 11 references indexed in Scilit:
- The Valuation and Analysis of Adjustable Rate MortgagesManagement Science, 1990
- The valuation and securitization of commercial and multifamily mortgagesJournal of Banking & Finance, 1987
- The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest RatesThe Journal of Finance, 1986
- Pricing Default Risk in MortgagesReal Estate Economics, 1985
- Determinants of GNMA Mortgage PricesReal Estate Economics, 1985
- A Theory of the Term Structure of Interest RatesEconometrica, 1985
- An Intertemporal General Equilibrium Model of Asset PricesEconometrica, 1985
- A Re‐examination of Traditional Hypotheses about the Term Structure of Interest RatesThe Journal of Finance, 1981
- Valuation of GNMA Mortgage‐Backed SecuritiesThe Journal of Finance, 1981
- A Comparison of Alternative Models for Pricing GNMA Mortgage‐Backed SecuritiesThe Journal of Finance, 1981