The Effect of Refinancing Costs and Market Imperfections on the Optimal Call Strategy and the Pricing of Debt Contracts
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference24 articles.
1. P. Bennett, R. Peach, and S. Peristiani . 2001 . Structural Change in the Mortgage Market and the Propensity to Refinance .Journal of Money, Credit and Banking, 33 : 955 -975 .
2. CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION
3. A Theory of the Term Structure of Interest Rates
4. The Optimal Trading and Pricing of Securities with Asymmetric Capital Gains Taxes and Transaction Costs
5. A Comparison of Alternative Models for Pricing GNMA Mortgage-Backed Securities
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