Modeling Mortgages with Prepayment Penalties
Author:
Affiliation:
1. a Finance Department, Chaoyang University of Technology, Taichung, Taiwan
2. b Finance Department, National Sun Yat-sen University, Kaohsiung, Taiwan
3. c Finance Department, Asia University, Wufong, Taichung, Taiwan
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X4805S310
Reference21 articles.
1. A Simple Prepayment Model of Commercial Mortgages;J. Abraham;Journal of Housing Economics,1997
2. Pricing Mortgage-Backed Securities: Integrating Optimal Call and Empirical Models of Prepayment;W. Archer;Journal of the American Real Estate and Urban Economics Association,1993
3. UK Fixed Rate Repayment Mortgage Indemnity Valuation;J. Azevedo-Pereira;Journal of Real Estate and Economics,2002
4. The Value of Mortgage Prepayment and Default Options;Y. Chen;Journal of Futures Markets,2009
5. A Theory of the Term Structure of Interest Rates;J. Cox;Econometrica,1985
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