Valuation and Analysis of Collateralized Mortgage Obligations

DOI10.1287/MNSC.39.6.692zbMath0800.90712OpenAlexW1991903804MaRDI QIDQ4274631

Manoj Kumar Singh, John J. McConnell

Publication date: 2 January 1994

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.39.6.692

Mathematics Subject Classification ID

Economic growth models (91B62) Boolean programming (90C09)

Related Items (1)

Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates

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