An introduction to mortgage research on Wall Street John J. McConnellWalter Muller OriginalPaper Pages: 91 - 94
The refinancing threshold pricing model: An economic approach to valuing MBS Andrew S. DavidsonMichael D. HerskovitzLeonard D. Van Drunen OriginalPaper Pages: 117 - 130
The option valuation approach to mortgage pricing Andrew S. CarronMarjorie Hogan OriginalPaper Pages: 131 - 149
Citicorp's mortgage valuation model: Option-adjusted spreads and option-based durations Alan Jay Brazil OriginalPaper Pages: 151 - 162
Performance based mortgage-backed securities indexing Ronald W. Chapman OriginalPaper Pages: 185 - 193