A Simple Prepayment Model of Commercial Mortgages

Author:

Abraham Jesse M.,Theobald H.Scott

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference17 articles.

1. On the Use of a Cash Flow Time Series to Measure Property Performance;Abraham;J. Real Estate Res.,1996

2. J. M. Abraham, Dec. 1993, Credit Risk in Commercial Real Estate Lending

3. The Effect of Income and Collateral Constraints on Residential Mortgage Terminations;Archer;J. Reg. Sci. Urban Econ.,1997

4. Y.-H. Deng, J. Quigley, R. Van Order, Oct. 1994, Mortgage Default and Low Downpayment Loans: The Costs of Public Subsidy

5. Microfoundations of a Mortgage Prepayment Function;Follain;J. Real Estate Finance Econ.,1992

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2. Inventory optimisation in a three-parameter Weibull model under a prepayment system;Computers & Industrial Engineering;2019-02

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4. Early Termination of Small Loans in the Multifamily Mortgage Market;Real Estate Economics;2017-04-27

5. Modeling Mortgages with Prepayment Penalties;Emerging Markets Finance and Trade;2012-09

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