Mortgage Valuation Models

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Valuation of mortgage-backed securities requires blending empirical analysis of borrower behavior and mathematical modeling of interest rates and home prices, w

Mortgage Valuation Models

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Valuation of mortgage-backed securities (MBS) requires blending empirical analysis of borrower behaviour and mathematical modelling of interest rates and home p

Investing in Mortgage-Backed and Asset-Backed Securities

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A complete guide to investing in and managing a portfolio of mortgage- and asset-backed securities Mortgage- and asset-backed securities are not as complex as t

A Fixed Rate Mortgage Valuation Model in Three State Variables

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Mortgage Default and Mortgage Valuation

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The authors develop an equilibrium valuation model that incorporates optimal default to show how mortgage yields and lender recovery rates on defaulted mortgage