Introduction to the Special Issue on Mortgage Modeling

Introduction to the Special Issue on Mortgage Modeling ! " &' " (( )* + & ! ),$   ! #  ' $     $% (( (! & '  . ' %  ' ! % '' ( .' ' 11 . !22 (( '' .! # (( (! # 4. '' . 0 - . ! 6 (( '' ! " (( (( ( -- 9 '' .  8 9 5' . - 0 - 0 5 (( ( 5 ! # (( '' ! # 2 ) 6(  * > '-( ! % ( ( 89 ?.  '. (( 3( .! .! (( 5  : 8>@> > >9! * 5 .   . 8 9 '  *4  A4 4.    ( '. 7' . - 5  * 3(  . 8>9 8 - * A  - 8 ( 4.9 6   - ! # '' B -- . (B ),$  ! (( ! * 3(  . 8>9 '  ' (( ! 6 ? .   5 4 4- (( (( . " 8>@I9! & .  (( >/  >@ (   http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png The Journal of Real Estate Finance and Economics Springer Journals

Introduction to the Special Issue on Mortgage Modeling

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Publisher
Springer Journals
Copyright
Copyright © 2001 by Kluwer Academic Publishers
Subject
Economics; Regional/Spatial Science; Financial Services
ISSN
0895-5638
eISSN
1573-045X
D.O.I.
10.1023/A:1011162231116
Publisher site
See Article on Publisher Site

Abstract

! " &' " (( )* + & ! ),$   ! #  ' $     $% (( (! & '  . ' %  ' ! % '' ( .' ' 11 . !22 (( '' .! # (( (! # 4. '' . 0 - . ! 6 (( '' ! " (( (( ( -- 9 '' .  8 9 5' . - 0 - 0 5 (( ( 5 ! # (( '' ! # 2 ) 6(  * > '-( ! % ( ( 89 ?.  '. (( 3( .! .! (( 5  : 8>@> > >9! * 5 .   . 8 9 '  *4  A4 4.    ( '. 7' . - 5  * 3(  . 8>9 8 - * A  - 8 ( 4.9 6   - ! # '' B -- . (B ),$  ! (( ! * 3(  . 8>9 '  ' (( ! 6 ? .   5 4 4- (( (( . " 8>@I9! & .  (( >/  >@ (  

Journal

The Journal of Real Estate Finance and Economics – Springer Journals

Published: Oct 3, 2004

References

  • Pricing Mortgage-Backed Securities: Integrating Optimal Call and Empirical Models of Prepayment
    Archer, W.; Ling, D.
  • The Determinants of Default on Insured Conventional Residential Mortgage Loans
    Campbell, T. S.; Dietrich, J. K.
  • The Yield on Insured Residential Mortgages
    Curley, A. J.; Guttentag, J. M.
  • Pricing FHA Mortgage Default Insurance
    Cunningham, D. F.; Hendershott, P. H.
  • Valuation of GNMA Mortgage-Backed Securities
    Dunn, K. B.; McConnell, J. J.
  • Pricing Default Risk in Mortgages
    Epperson, J. E.; Kau, J. B.; Keenan, D. C.; Muller, W. J.
  • The Mutual Mortgage Insurance Fund
    Fisher, E. M.; Rapkin, C.
  • An Option-Based Model of Mortgage Default
    Foster, C.; Van Order, R.
  • FHA Terminations: A Prelude to Rational Mortgage Pricing
    Foster, C.; Van Order, R.
  • The Incidence of Home Mortgage Foreclosure: A Review of the Literature
    Gellen, M.
  • Home Mortgage Delinquency and Foreclosure
    Herzog, J. P.; Early, J. V.
  • An Overview of the Option-Theoretic Pricing of Mortgages
    Kau, J.; Keenan, D.
  • The Valuation and Securitization of Commercial and Multifamily Mortgages
    Kau, J.; Keenan, D.; Muller, W.; Epperson, J.
  • Loan Loss Severity and Optimal Mortgage Default
    Lekkas, V.; Quigley, J.; Van Order, R.
  • Statistical Prediction of Mortgage Risk
    Magee, M.
  • Tentative Report of the Committee on Finance
  • Explicit Tests of Contingent Claims Models
    Quigley, J. M.; Van Order, R.
  • Rational Preypayment and the Valuation of Mortgage-Backed Securities
    Stanton, R.
  • Predicting Commercial Mortgage Foreclosure Experience
    Vandell, K.
  • How Ruthless Is Mortgage Default? A Review and Synthesis of the Evidence
    Vandell, K.
  • Default Risk on FHA-Insured Home Mortgages as a Function of the Terms of Financing: A Quantitative Analysis
    von Furstenberg, G.M.
  • The Investment Quality of Home Mortgages
    von Furstenberg, G.M.
  • Risk Structures and the Distribution of Benefits within the FHA Home Mortgage Insurance Program
    von Furstenberg, G.M.

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