Both authors from Anderson Graduate School of Management, University of California, Los Angeles, We thank Michael Brennan, Richard Roll, Chester Spatt, and the editor, René Stulz, as well as seminar participants at Freddie Mac, the University of Alberta, UBC, the University of New Mexico, UCLA, and Wharton for helpful comments and suggestions. Bruno Gerard provided excellent research assistance.
Prepayment and the Valuation of Mortgage-Backed Securities
Version of Record online: 30 APR 2012
© 1989 the American Finance Association
The Journal of Finance
Volume 44, Issue 2, pages 375–392, June 1989
How to Cite
SCHWARTZ, E. S. and TOROUS, W. N. (1989), Prepayment and the Valuation of Mortgage-Backed Securities. The Journal of Finance, 44: 375–392. doi: 10.1111/j.1540-6261.1989.tb05062.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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