𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Economic modeling: An aid to the pricing of information services

✍ Scribed by Zais, Harriet W.


Book ID
112003541
Publisher
John Wiley and Sons
Year
1977
Tongue
English
Weight
653 KB
Volume
28
Category
Article
ISSN
0002-8231

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The refinancing threshold pricing model:
✍ Andrew S. Davidson; Michael D. Herskovitz; Leonard D. Drunen πŸ“‚ Article πŸ“… 1988 πŸ› Springer US 🌐 English βš– 658 KB

Investigation of MBS prepayment data indicates that mortgagors have different interest rate levels, or thresholds, at which they exercise their option to prepay their mortgage. In order to properly value an MBS with heterogeneous mortgagors, Merrill Lynch has developed the Refinancing Threshold Pric