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Mortgage refinancing, optimized

Mortgage Valuation and Optimal Refinancing, Pliska (2006)

Landholders, Residential Land Conversion, and
Market Signals
, Margulis (2006)

Mortgage Payment Reset: The Rumor and the Reality,
Christopher Cagan (2006)

Option-Theoretic Prepayment Model for Mortgages,
Fabozzi, Kalotay and Yang. (2004)

The Complexities of Mortgage Options,
Prendergast (2003)

Optimal Recursive Refinancing and the Valuation of
Mortgage-Backed Securities
, Longstaff (2002)

Best-Practices in Mortgage Default Risk Measurement and
Economic Capital
, Kaskowitz, Lundstedt (2002)

Mortgage Banking, Comptroller’s Handbook (1998)

Subprime mortgage rate spread at origination

Residential Mortgage Termination and Severity,
De Franco. (1994)


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