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Optimal Interest Rate-Discount Points Combination: Strategy for Mortgage Contract Terms

Cannaday, Roger E.; Yang, T.L.Tyler - In: Real estate economics : journal of the American Real … 23 (1995) 1, pp. 65-84

Persistent link: https://www.econbiz.de/10006937960

A Simple Multi-Factor, Time-Dependent-Parameter Model for the Term Structure of Interest Rates

Chen, Ren-Raw; Yang, T.L.Tyler - In: Review of quantitative finance and accounting 19 (2002) 1, pp. 5-20

Persistent link: https://www.econbiz.de/10007166799

George Tanaka's coffee farm

Maris, Brian A. - In: Journal of financial education 33 (2007) 1, pp. 96-99

Persistent link: https://www.econbiz.de/10003772893

Causality between money and income under fixed and floating exchange rates

Maris, Brian A. - In: Rivista internazionale di scienze economiche e … 27 (1980) 10/11, pp. 1028-1037

Persistent link: https://www.econbiz.de/10002453688

George Tanaka's coffee farm

Maris, Brian A. - In: Journal of financial education 33 (2007) 1, pp. 96-99

Persistent link: https://www.econbiz.de/10009884145

Analysis of yield spreads on commercial mortgage-backed securities

Maris, Brian A.; Segal, William - In: The journal of real estate research 23 (2002) 3, pp. 235-251

Persistent link: https://www.econbiz.de/10001710971

Interest-only and principal-only mortgage strips as interest-rate contingent claims

Maris, Brian A. - In: The journal of real estate finance and economics 13 (1996) 3, pp. 187-202

Persistent link: https://www.econbiz.de/10001213397

Large and small firm stock price response to "Heard on the Street" recommendations

Huth, William L. - In: Journal of accounting, auditing & finance 7 (1992) 1, pp. 27-44

Persistent link: https://www.econbiz.de/10001123647

Expected loss and mortgage default risk

Evans, Richard D. - In: Quarterly journal of business and economics : QJBE 24 (1985) 1, pp. 75-92

Persistent link: https://www.econbiz.de/10001020385

Mortgage Prepayment with an Uncertain Holding Period

Yang, Tyler T. - 1998

A discrete time option pricing model is developed to value a mortgage and its embedded prepayment option when the effective life of the mortgage is a random variable with a probability distribution of known parameters. The model can be applied when the borrower's ex ante expectation of his...

Persistent link: https://www.econbiz.de/10012790977