An edition of Optimal mortgage refinancing
(2007)
Optimal mortgage refinancing
a closed form solution
by Sumit Agarwal
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We derive the first closed-form optimal mortgage refinancing rule. The expression is derived by using the Lambert-W function to solve a tractable class of mortgage refinancing problems. We calibrate our solution and show that our quantitative results closely match those reported by researchers who use numerical methods.
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Subjects
Econometric models, Mortgage loans, RefinancingShowing 2 featured editions. View all 2 editions?
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1
Optimal mortgage refinancing: a closed form solution
2007, National Bureau of Economic Research
electronic resource :
in English
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2
Optimal mortgage refinancing: a closed form solution
2007, National Bureau of Economic Research
in English
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Edition Notes
"October 2007"
Includes bibliographical references (p. 31-34).
Also available in PDF from the NBER world wide web site (www.nber.org).
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- Created September 29, 2008
- 3 revisions
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| December 15, 2009 | Edited by WorkBot | link works |
| April 25, 2009 | Edited by ImportBot | add OCLC number |
| September 29, 2008 | Created by ImportBot | Imported from Oregon Libraries MARC record |