The Pricing of Multiclass Commercial Mortgage-Backed Securities

Paul D. Childs · Steven H. Ott · Timothy J. Riddiough

69 citations0/0 files storedJournal of Financial and Quantitative Analysis

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Housing Market and Economics

Abstract

Paul D. Childs, Steven H. Ott, Timothy J. Riddiough, The Pricing of Multiclass Commercial Mortgage-Backed Securities, The Journal of Financial and Quantitative Analysis, Vol. 31, No. 4 (Dec., 1996), pp. 581-603

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1985A Theory of the Term Structure of Interest Rates 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS 1985An Intertemporal General Equilibrium Model of Asset Prices 1994Numerical Procedures for Implementing Term Structure Models I: Single-Factor Models 1990Valuing Derivative Securities Using the Explicit Finite Difference Method 1981Valuation of GNMA Mortgage-Backed Securities 1995Valuing lease contracts A real-options approach 1986Diversification Categories in Investment Real Estate

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2001Twenty Years of the NCREIF Property Index 2008ABS, MBS, and CDO Pricing Comparisons 2012Pricing of commercial real estate securities during the 2007–2009 financial crisis 2008Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information

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