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  • A One-Factor Interest Rate Model and the Valuation of Loans with Prepayment Provisions
    A One-Factor Interest Rate Model and the Valuation of Loans with Prepayment Provisions This paper ... used to calculate the option value. Once again, care 292 TRANSACTIONS, VOLUME XLVI has to be exercised ...

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    • Authors: Michael Sherris
    • Date: Jan 1994
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Economic value
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