Mortgage Pricing: What Have We Learned So Far?
收藏NBER1986-06-01 更新2025-01-04 收录
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https://www.nber.org/papers/w1959
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Much progress has been achieved in the valuation of call options and interest-rate caps on default-free mortgages. The evidence suggests that the observed term structure of interest rates (the full structure, not just the end points) and a reasonable estimate of the volatility of spot rates is
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美国国家经济研究局创建时间：
1986-06-01
