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Language: English
The Limits of Arbitrage
The Limits of Arbitrage
Andrei Shleifer & Robert Vishny (JF 1997)
Presented by Steven Laufer December 4, 2007
Motivation
Absence of arbitra ... more>>
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Pricing Mortgage-backed Securities and Collateralized Mortgage
Pricing Mortgage-backed Securities and Collateralized Mortgage Obligations
Ivan Bandic University of British Columbia
Table of Contents
INTROD ... more>>
Tags: mortgage-backed securities,
mortgage backed securities,
collateralized mortgage obligations,
cash flows,
asset backed securities,
cash flow,
fannie mae,
mortgage-backed security,
asset-backed securities,
mbs investors,
interest rate,
freddie mac,
prepayment risk,
collateralized debt obligations,
subprime mortgage
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A Mortgage Backed Securities Pricing Model and Its Implication
A Mortgage Backed Securities Pricing Model and Its Implication of Trading Strategy
Winson Hung and Chien-fu Jeff Lin* Department of Economics Nationa ... more>>
Tags: mortgage-backed securities,
interest rates,
interest rate,
prepayment risk,
mbs prices,
mortgage backed securities,
mortgage rate,
term structure,
fannie mae,
mbs investors,
commercial mortgage,
freddie mac,
cash flow,
risk premium,
house prices
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ISSUANCE OF RESIDENTIAL MORTGAGE-BACKED SECURITIES IN AUSTRALIA
2006
Issuance of Residential Mortgage-Backed Securities in Australia
173
ISSUANCE OF RESIDENTIAL MORTGAGE-BACKED SECURITIES IN AUSTRALIA – LE ... more>>
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residential mortgage,
basis points,
structured finance,
standard & poor's,
freddie mac,
australia government,
fannie mae,
government mortgage,
east & partners,
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non-bank lenders,
reuters journalists,
mortgage loans,
industry groups
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An Actuarial Approach to Valuing Mortgage-backed Securities
An Actuarial Approach to Valuing Mortgage-backed Securities
Authors: Neal Dihora, ASA, CFA Milliman, Inc. 15800 W Bluemound Rd Ste 400 Brookfield, ... more>>
Tags: financial institutions,
cash flows,
troubled assets,
credit risk,
interest rates,
assets and liabilities,
mortgage-backed securities,
freddie mac,
financial markets,
credit derivatives,
fair value,
insurance companies,
valuation model,
fannie mae,
structured finance
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