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Volumn 26, Issue 2-3, 2003, Pages 179-196

Commercial Mortgage-Backed Securities: Prepayment and Default

Author keywords

Commercial mortgage backed securities; Competing risks; Default; Prepayment

Indexed keywords


EID: 0037245441     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022978708728     Document Type: Conference Paper
Times cited : (77)

References (28)
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    • Deng, Y.1    Quigley, J.M.2    Van Order, R.3
  • 12
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    • Prepayments of Multi-Family Mortgage-Backed Securities
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    • Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages
    • Kau, J. B., D. C. Keenan, W. J. Muller, III, and J. F. Epperson. (1993). "Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages," Journal of Business 66, 595-618.
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    • Prepayment, Default, and the Valuation of Mortgage Pass-through Securities
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    • Schwartz, E.S.1    Torous, W.N.2
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    • Vandell, K.D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.