Details about Walter Joseph Muller, III
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Access statistics for papers by Walter Joseph Muller, III.
Last updated 2013-07-08. Update your information in the RePEc Author Service.
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- Pricing a Class of American and European Path Dependent Securities
Management Science, 1995, 41, (12), 1892-1899
- 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 (56)
- 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 (22)
- A Generalized Valuation Model for Fixed-Rate Residential Mortgages
Journal of Money, Credit and Banking, 1992, 24, (3), 279-99 View citations (105)
- A note on bias resulting from imposing expedient conditions on mortgage valuation models
Journal of Housing Economics, 1992, 2, (2), 185-198
- Pricing Commercial Mortgages and Their Mortgage-Backed Securities
The Journal of Real Estate Finance and Economics, 1990, 3, (4), 333-56 View citations (18)
- The Valuation and Analysis of Adjustable Rate Mortgages
Management Science, 1990, 36, (12), 1417-1431 View citations (14)
- 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)
- Determinacy of equilibrium in stationary economies with both finite and infinite lived consumers
Journal of Economic Theory, 1988, 46, (2), 255-290 View citations (21)
- The valuation and securitization of commercial and multifamily mortgages
Journal of Banking & Finance, 1987, 11, (3), 525-546 View citations (14)
- Volatile Interest Rates and the Divergence of Incentives in Mortgage Contracts
Journal of Law, Economics, and Organization, 1987, 3, (1), 99-115 View citations (4)
- Pricing Default Risk in Mortgages
Real Estate Economics, 1985, 13, (3), 261-272 View citations (30)
- Rational Pricing of Adjustable Rate Mortgages
Real Estate Economics, 1985, 13, (2), 117-128 View citations (7)
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