A Simple, Transparent, and Accurate Mortgage
Valuation Yield Curve
Robert A. Jarrow and Donald R. van Deventer
The Journal of Fixed Income Winter 2013, 22 (3) 37-44; DOI: https://doi.org/10.3905/jfi.2012.22.3.037
Robert A. Jarrow
is a professor of finance and economics at the Samuel Curtis Johnson Graduate School of Management at Cornell University in Ithaca, NY, and managing director of research at Kamakura Corporation in Honolulu, HI.
Donald R. van Deventer
is chairman and CEO of Kamakura Corporation in Honolulu, HI.
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In this issue
A Simple, Transparent, and Accurate Mortgage
Valuation Yield Curve
Valuation Yield Curve
Robert A. Jarrow, Donald R. van Deventer
The Journal of Fixed Income Dec 2012, 22 (3) 37-44; DOI: 10.3905/jfi.2012.22.3.037