Optimal mortgage refinancing: application of bond valuation tools to household risk management
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References listed on IDEAS
- Longstaff, Francis A., 2002. "Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities," University of California at Los Angeles, Anderson Graduate School of Management qt19k7479t, Anderson Graduate School of Management, UCLA.
- John D. Finnerty, & Douglas R. Emery,, 2001. "Debt Management:: A Practitioner's Guide," OUP Catalogue, Oxford University Press, number 9780875846170.
- Paul Bennett & Richard Peach & Stavros Peristiani, 2000. "Implied Mortgage Refinancing Thresholds," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 28(3), pages 405-434.
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- Poitras, Geoffrey & Zanotti, Giovanna, 2016. "Mortgage contract design and systemic risk immunization," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 320-331.
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