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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.

Short-id: pmu455


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Journal Articles

1995

  1. Pricing a Class of American and European Path Dependent Securities
    Management Science, 1995, 41, (12), 1892-1899 Downloads
  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 (56)

1993

  1. Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages
    The Journal of Business, 1993, 66, (4), 595-618 Downloads View citations (22)

1992

  1. A Generalized Valuation Model for Fixed-Rate Residential Mortgages
    Journal of Money, Credit and Banking, 1992, 24, (3), 279-99 Downloads View citations (105)
  2. A note on bias resulting from imposing expedient conditions on mortgage valuation models
    Journal of Housing Economics, 1992, 2, (2), 185-198 Downloads

1990

  1. Pricing Commercial Mortgages and Their Mortgage-Backed Securities
    The Journal of Real Estate Finance and Economics, 1990, 3, (4), 333-56 View citations (18)
  2. The Valuation and Analysis of Adjustable Rate Mortgages
    Management Science, 1990, 36, (12), 1417-1431 Downloads View citations (14)

1989

  1. 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

  1. Determinacy of equilibrium in stationary economies with both finite and infinite lived consumers
    Journal of Economic Theory, 1988, 46, (2), 255-290 Downloads View citations (21)

1987

  1. The valuation and securitization of commercial and multifamily mortgages
    Journal of Banking & Finance, 1987, 11, (3), 525-546 Downloads View citations (14)
  2. 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)

1985

  1. Pricing Default Risk in Mortgages
    Real Estate Economics, 1985, 13, (3), 261-272 Downloads View citations (30)
  2. Rational Pricing of Adjustable Rate Mortgages
    Real Estate Economics, 1985, 13, (2), 117-128 Downloads View citations (7)
 
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