Primary Article
A Non-Parametric Prepayment Model and Valuation of Mortgage-Backed Securities
Narasimhan Jegadeesh and Xiongwei Ju
The Journal of Fixed Income Summer 2000, 10 (1) 50-67; DOI: https://doi.org/10.3905/jfi.2000.319237
Narasimhan Jegadeesh
The Brandt distinguished professor of finance at the University of Illinois at Urbana-Champaign.
Xiongwei Ju
A quantitative strategist in the division of quantitative trading at Knight Financial Products, LLC, in White Plains, New York.
Explore our content to discover more relevant research
In this issue
A Non-Parametric Prepayment Model and Valuation of Mortgage-Backed Securities
Narasimhan Jegadeesh, Xiongwei Ju
The Journal of Fixed Income Jun 2000, 10 (1) 50-67; DOI: 10.3905/jfi.2000.319237
Jump to section
Similar Articles
Cited By...
- No citing articles found.