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There are 19817 results for: content related to: Valuation of GNMA Mortgage-Backed Securities

  1. Prepayment and the Valuation of Mortgage-Backed Securities

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 375–392, EDUARDO S. SCHWARTZ and WALTER N. TOROUS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05062.x

  2. Rational Prepayments and the Valuation of Collateralized Mortgage Obligations

    The Journal of Finance

    Volume 49, Issue 3, July 1994, Pages: 891–921, JOHN J. MCCONNELL and MANOJ SINGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00082.x

  3. An Analysis of Mortgage Contracting: Prepayment Penalties and the Due-on-Sale Clause

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 293–308, KENNETH B. DUNN and CHESTER S. SPATT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04950.x

  4. Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market

    The Journal of Finance

    Volume 62, Issue 2, April 2007, Pages: 557–595, XAVIER GABAIX, ARVIND KRISHNAMURTHY and OLIVIER VIGNERON

    Version of Record online : 20 MAR 2007, DOI: 10.1111/j.1540-6261.2007.01217.x

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    Why Does Stock Market Volatility Change Over Time?

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1115–1153, G. WILLIAM SCHWERT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02647.x

  6. A Comparison of Alternative Models for Pricing GNMA Mortgage-Backed Securities

    The Journal of Finance

    Volume 36, Issue 2, May 1981, Pages: 471–484, KENNETH B. DUNN and JOHN J. McCONNELL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00463.x

  7. The Pricing of Default-free Interest Rate Cap, Floor, and Collar Agreements

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1879–1892, ERIC BRIYS, MICHEL CROUHY and RAINER SCHÖBEL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04647.x

  8. A Model of Mortgage Default

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1495–1554, JOHN Y. CAMPBELL and JOÃO F. COCCO

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12252

  9. Optimal Financial Policy and Firm Valuation

    The Journal of Finance

    Volume 39, Issue 3, July 1984, Pages: 593–607, MICHAEL J. BRENNAN and EDUARDO S. SCHWARTZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03647.x

  10. Call Options, Points, and Dominance Restrictions on Debt Contracts

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2317–2337, Kenneth B. Dunn and Chester S. Spatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00190

  11. An Information-Based Theory of Time-Varying Liquidity

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 809–870, BRENDAN DALEY and BRETT GREEN

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12272

  12. Counterparty Risk and the Pricing of Defaultable Securities

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1765–1799, Robert A. Jarrow and Fan Yu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00389

  13. Information Acquisition in Rumor-Based Bank Runs

    The Journal of Finance

    Volume 71, Issue 3, June 2016, Pages: 1113–1158, ZHIGUO HE and ASAF MANELA

    Version of Record online : 11 MAY 2016, DOI: 10.1111/jofi.12202

  14. A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1973–2002, RICHARD STANTON

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02748.x

  15. AN EMPIRICAL ANALYSIS OF THE PRICING OF MORTGAGE-BACKED SECURITIES

    The Journal of Finance

    Volume 38, Issue 2, May 1983, Pages: 613–623, LEE WAKEMAN, KENNETH B. DUNN and KENNETH J. SINGLETON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02273.x

  16. The Impact of the GNMA Pass-through Program on FHA Mortgage Costs

    The Journal of Finance

    Volume 36, Issue 2, May 1981, Pages: 457–469, DEBORAH G. BLACK, KENNETH D. GARBADE and WILLIAM L. SILBER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00462.x

  17. Adverse Selection in a Model of Real Estate Lending

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 499–508, V. V. CHARI and RAVI JAGANNATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05069.x

  18. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?

    The Journal of Finance

    Volume 59, Issue 2, April 2004, Pages: 711–753, Nicolas P. B. Bollen and Robert E. Whaley

    Version of Record online : 25 MAR 2004, DOI: 10.1111/j.1540-6261.2004.00647.x

  19. THE “RULE OF 78”

    The Journal of Finance

    Volume 31, Issue 3, June 1976, Pages: 877–888, Dick Bonker

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01930.x

  20. The Relative Termination Experience of Adjustable to Fixed-Rate Mortgages

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1687–1703, DONALD F. CUNNINGHAM and CHARLES A. CAPONE JR.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03737.x