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The Timing of Prepayment: A Theoretical Analysis

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Author Info
Kau, James B
Kim, Taewon

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Abstract

This article develops the analytical methods necessary to determine the prepayment patterns of a mortgage contract. The most obvious measure of how many years a mortgage is likely to last is the expected time to termination. It is this measure that we most fully explore. However, since the method employed is able to characterize the probability of prepayment in any given time period, the means is provided to determine any measure of the time to termination. Copyright 1993 by Kluwer Academic Publishers

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Publisher Info
Article provided by Springer in its journal Journal of Real Estate Finance & Economics.

Volume (Year): 7 (1993)
Issue (Month): 3 (November)
Pages: 221-28
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Handle: RePEc:kap:jrefec:v:7:y:1993:i:3:p:221-28

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Web page: http://www.springerlink.com/link.asp?id=102945

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

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