Primary Article

A Fixed-Rate Mortgage Valuation Model in Three State Variables

Andrew L. Brunson, James B. Kau and Donald C. Keenan
The Journal of Fixed Income Summer 2001, 11 (1) 17-27; DOI: https://doi.org/10.3905/jfi.2001.319289

Article Information

vol. 11 no. 1 17-27
DOI 
https://doi.org/10.3905/jfi.2001.319289
Published By 
Pageant Media Ltd
Print ISSN 
1059-8596
Online ISSN 
2168-8648
History 
  • Published online June 30, 2001.
Copyright & Usage 
© 2001 Pageant Media Ltd

Author Information

  1. Andrew L. Brunson
    1. A senior vice president at BankAmerica in Atlanta, Georgia.
  2. James B. Kau
    1. C. Herman and Mary Virginia Terry distinguished professor of business administration at Terry College of Business of the University of Georgia.
  3. Donald C. Keenan
    1. Professor of economics at Terry College of Business of the University of Georgia.
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A Fixed-Rate Mortgage Valuation Model in Three State Variables
Andrew L. Brunson, James B. Kau, Donald C. Keenan
The Journal of Fixed Income Jun 2001, 11 (1) 17-27; DOI: 10.3905/jfi.2001.319289
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