Mortgage-backed securities: models of prepayment, an analysis

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dc.contributor.authorLassinger, Robert T.en
dc.contributor.departmentEconomicsen
dc.date.accessioned2014-03-14T21:35:49Zen
dc.date.adate2009-05-09en
dc.date.available2014-03-14T21:35:49Zen
dc.date.issued1995-12-05en
dc.date.rdate2009-05-09en
dc.date.sdate2009-05-09en
dc.description.abstractThe objective of this paper is to provide a review current literature on single family fixed rate mortgage prepayment estimation models and to determine a method to improve the estimation of mortgage prepayments for the purpose of projecting the cash flow from mortgage securities. Several prepayment methodologies and models were analyzed to find a method to enhance the forecasting of mortgage prepayments. It was determined that the mortgage prepayment model developed in this paper provides a better estimation of prepayments when homeowner's have a positive financial incentive to prepay their mortgage.en
dc.description.degreeMaster of Artsen
dc.format.extentiv, 62 leavesen
dc.format.mediumBTDen
dc.format.mimetypeapplication/pdfen
dc.identifier.otheretd-05092009-040608en
dc.identifier.sourceurlhttp://scholar.lib.vt.edu/theses/available/etd-05092009-040608/en
dc.identifier.urihttp://hdl.handle.net/10919/42558en
dc.language.isoenen
dc.publisherVirginia Techen
dc.relation.haspartLD5655.V855_1995.L378.pdfen
dc.relation.isformatofOCLC# 35717955en
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subjectcash flowen
dc.subjectmortgage prepaymenten
dc.subject.lccLD5655.V855 1995.L378en
dc.titleMortgage-backed securities: models of prepayment, an analysisen
dc.typeThesisen
dc.type.dcmitypeTexten
thesis.degree.disciplineEconomicsen
thesis.degree.grantorVirginia Polytechnic Institute and State Universityen
thesis.degree.levelmastersen
thesis.degree.nameMaster of Artsen

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