Title page for ETD etd-05092009-040608


Type of Document Master's Thesis
Author Lassinger, Robert T.
URN etd-05092009-040608
Title Mortgage-backed securities :models of prepayment, an analysis
Degree Master of Arts
Department Economics
Advisory Committee
Advisor Name Title
No Advisors Found
Keywords
  • cash flow
  • mortgage prepayment
Date of Defense 1995-12-05
Availability restricted
Abstract
The 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.

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