Pricing Life-of-Loan Rate Caps on Default-Free Adjustable-Rate Mortgages
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference8 articles.
1. Savings bonds, retractable bonds and callable bonds
2. An Analysis of Variable Rate Loan Contracts
3. Valuation of GNMA Mortgage-Backed Securities
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4. Option pricing model for cash rebate mortgages;Journal of Property Investment & Finance;2003-08-01
5. The Role of the Initial Discount in the Pricing of Adjustable-Rate Mortgages;Journal of Housing Economics;2000-03
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