What should you pay to cap your ARM? A note on capped adjustable rate mortgages
Year of publication: |
2017
|
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Authors: | Nordfang, Maj-Britt |
Published in: |
International Journal of Financial Studies. - Basel : MDPI, ISSN 2227-7072. - Vol. 5.2017, 1, p. 1-10
|
Publisher: |
Basel : MDPI |
Subject: | capped adjustable rate mortgages | one-factor short rate models | affine term structures |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/ijfs5010010 [DOI] 888117442 [GVK] hdl:10419/167824 [Handle] |
Classification: | G12 - Asset Pricing ; G21 - Banks; Other Depository Institutions; Mortgages ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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What should you pay to cap your ARM? : a note on capped adjustable rate mortgages
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