Elementary growth model valuation expressions for fixed-rate mortgage pools and derivatives

The convexity trap: pitfalls in financing mortgage portfolios and related securities

JH Gilkeson, SD Smith - Economic Review-Federal Reserve …, 1992 - search.proquest.com
gia State University and is a Page 1 Gilkeson is a PhD. candidate at Duke University; Smith
holds the H. Talmage Dobbs, J r., Chair of Finance at Geor~ gia State University and is a …
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Valuing the Withdrawal Option in Retail CD Portfolios.

JH Gilkeson, CK Ruff - Journal of Financial Services …, 1996 - search.ebscohost.com
Valuing the Withdrawal Option in Retail CD Portfolios Page 1 Journal of Financial Services
Research 10:333-358 (1996) © 1996 Kluwer Academic Publishers Valuing the Withdrawal …
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