1990•The Journal of Real Estate Finance and EconomicsRequires access

Pricing commercial mortgages and their mortgage-backed securities

James B. Kau, Donald C. Keenan, Walter J. Muller, James F. Epperson

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Key concepts: Commercial mortgage-backed security, Collateralized mortgage obligation, Shared appreciation mortgage, Mortgage underwriting, Secondary mortgage market, Mortgage insurance, Valuation (finance), Valuation of options