Details about Walter Joseph Muller, III

Access statistics for papers by Walter Joseph Muller, III.

Last updated 2023-03-09. Update your information in the RePEc Author Service.

Short-id: pmu455

Journal Articles

1995

1. Pricing a Class of American and European Path Dependent Securities
   Management Science, 1995, 41, (12), 1892-1899
2. The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment
   The Journal of Real Estate Finance and Economics, 1995, 11, (1), 5-36 View citations (72)

1993

3. Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages
   The Journal of Business, 1993, 66, (4), 595-618 View citations (29)

1992

4. A Generalized Valuation Model for Fixed-Rate Residential Mortgages
   Journal of Money, Credit and Banking, 1992, 24, (3), 279-99 View citations (131)
5. A note on bias resulting from imposing expedient conditions on mortgage valuation models
   Journal of Housing Economics, 1992, 2, (2), 185-198

1990

6. Pricing Commercial Mortgages and Their Mortgage-Backed Securities
   The Journal of Real Estate Finance and Economics, 1990, 3, (4), 333-56 View citations (21)
7. The Valuation and Analysis of Adjustable Rate Mortgages
   Management Science, 1990, 36, (12), 1417-1431 View citations (14)

1989

8. Resolution of Incentive Conflicts in the Mortgage Industry: A Reply
   The Journal of Real Estate Finance and Economics, 1989, 2, (1), 73-74 View citations (1)

1988

9. Determinacy of equilibrium in stationary economies with both finite and infinite lived consumers
   Journal of Economic Theory, 1988, 46, (2), 255-290 View citations (29)

1987

10. The valuation and securitization of commercial and multifamily mortgages
    Journal of Banking & Finance, 1987, 11, (3), 525-546 View citations (17)
11. Volatile Interest Rates and the Divergence of Incentives in Mortgage Contracts
    The Journal of Law, Economics, and Organization, 1987, 3, (1), 99-115 View citations (4)

1985

12. Pricing Default Risk in Mortgages
    Real Estate Economics, 1985, 13, (3), 261-272 View citations (36)
13. Rational Pricing of Adjustable Rate Mortgages
    Real Estate Economics, 1985, 13, (2), 117-128 View citations (7)