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

Authors

  • KENNETH B. DUNN,

  • JOHN J. McCONNELL

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    • Graduate School of Industrial Administration, Carnegie-Mellon University and Krannert Graduate School of Management, Purdue University respectively. We are grateful to Robert Avery, Anthony Curley, Jonathon Ingersoll, Robert Johnson, Gary Schlarbaum, Dexter Senft, Jay Shanken, Michael Stamper, Scott Richard, and Sheridan Titman for helpful discussions and to Michael Herskovitz for programming assistance.

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