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Volume 6 Issue 2

Volume 6 Issue 2

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Table of Contents and General Information
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Bellwether OHR Research Focuses on MBS Pricing
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Public and Conventional Mortgages and Mortgage-Backed Securities
By Peter Chinloy
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Understanding Nonagency Mortgage Security Credit
By Nancy DeLiban and Brian P. Lancaster
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An Overview of the Option-Theoretic Pricing of Mortgages
By James B. Kau and Donald C. Keenan
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How Ruthless Is Mortgage Default? A Review and Synthesis of the Evidence
By Kerry D. Vandell
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Rates of Return on Mortgage-Backed Securities and Option-Theoretic Models of Mortgage Pricing
By James D. Shilling
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The Effect of Alternative Interest Rate Processes on the Value of Mortgage-Backed Securities
By Wayne R. Archer and David C. Ling
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The Relevance of Interest Rate Processes in Pricing Mortgage-Backed Securities
By Ren-Raw Chen and T. L. Tyler Yang
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Heterogenous Borrowers, Mortgage Selection, and Mortgage Pricing
By Jarjisu Sa-Aadu and Isaac F. Megbolugbe
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Mortgage Default Among Rural, Low-Income Borrowers
By Roberto G. Quercia, George W. McCarthy, and Michael A. Stegman
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