| Pub. Date (Y.M.D) |
Author(s) - (Company / Institution) |
Article / Paper Title |
File |
| 2001.01.19 | Robert Young (SSMB) | A Brief Note on Effective Duration-Volatility Relationship |  |
| 2000.10.20 | Aldrich, Greenberg, Payner (JFI) | A Capital Markets View of Mortgage Servicing Rights | |
| 1998.05.01 | Goldman, Sachs & Co. | A Guide to Relative To Relative Value in the Hybrid ARM Market | |
| 1997.01.10 | Alan Jay Brazil (GSC) | A Guide to Relative Value in a Market Directional World | |
| 1998.10.14 | DiMartino, Chaudhary (SSB) | A Guide to the Alternative-A Sector | . |
| 2001.07.06 | Robert Young (SSMB) | A Note on the Steeping Curve and Mortgage Durations | |
| 1990.01.01 | Black, Derman, Troy (FAJ) | A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options | |
| 1997.02.14 | Jablansky, Chau (SB) | A Perspective on the Subprime Market | |
| 2001.08.03 | Elena Crop (GS-FIR) | A Review of Hybrid ARM Prepayment Rates | |
| 1999.08.16 | Gjaja, Hayre (SSB) | Advanta HEL Prepayment Model on YB | |
| April 1999 | Payden & Rygel Family of Funds | After Euro - Another Wave of Opportunities | |
| 1998.05.22 | DiMartino, Chaudhary (SSB) | Alt-A Prepayment Speeds | |
| 1997.07.25 | Lakhbir Hayre (SB) | An Analysis of PAC IOs | |
| 2001.04.23 | Bob Kulason (SSB) | An Introduction to CMO Cashflow Structures | . |
| 1997.05.01 | Bernt Oskendal (Univ. Oslo, Norway) | An Introduction to Malliavin Calculus | |
| None | Alan Bain (StatsLab) | An Introduction to Stochastic Calculus | |
| Feb 1987 | Pinkus, Hunter, Roll (GS-MSR) | An Introduction to the Mortgage Market and Mortgage Analysis | |
| 2001.06.01 | Mikhail Teytel (SSMB) | An Update on the Evolution of the Mortgage Origination Process | |
| 2001.01.18 | Hayre, Young, Katsumata, Ivanov (SSMB) | Analysis and Modeling of Japanese Prepayments | . |
| 1997.09.05 | Hayre, Bhattacharya (SB) | Analysis of Hybrid ARMs | |
| April 2000 | Hayre, Chaudhary, Young (SSB-MR) | Anatomy of Prepayments | . |
| 1998.08.14 | Hayre, Young (SSB) | Assessing Prepayment Model Risk | |
| 1999.02.12 | Chaudhary (SSMB) | Assessing Relative Value in Fannie Mae Is | |
| Vol 18, #1, 1999 | Luis C. Mejia (JRER) | Availability of Credit and Loan Default - JRER | |
| 2008.06.24 | Panagopoulos, Vlamis | Bank Lending, Real Estate Bubbles and Basel II | |
| May 1994 | Lembke, DiMartino (SB) | B and C Borrowers - A New Frontier in the Nonagency Market | |
| NA | Forster, McDonald, Smith (Univ. Southampton, UK) | Binomial and Multilogistic Regression Models | |
| 1998 | The Bond Market Association | BMA Guide to ABS | . |
| 2001 | The Bond Market Association | BMA Guide to CMO | . |
| 2000 | The Bond Market Association | BMA Guide to MBS | . |
| 1999.09.09 | Arora, Candido, Nabar (LB-MBS/ABS-R) | Borrower Characteristics and Mobility | |
| 1997.01.31 | Sparks, Nabar, Firoozye (LB-FIR) | Borrower Characteristics and Prepayments | . |
| 1999.05.28 | Young, Schmitt, Herman, Wood (SSB) | Bucketing of CMO Collateral | |
| 1999.10.19 | Ren, Nabar, Kannambadi, Nagaraj (LB-MSB/ABS-R) | Callable MBS - Risk Characteristics and Valuation Model | . |
| 1995.10.20 | Goldman Sachs - MSR | Capture the Value of Mortgages Using Options | |
| Vol 30, 2002 | Harding, Sirmans (REE) | Choice Between DPO and Extension | |
| 1999.08.27 | Ivan Gjaja (SSB) | Comparison of Effective Durations and WALs for HEL Sequentials | |
| 2007.01.05 | Jose Lopez, (FRB-SF) | Concentrations in Commercial Real Estate Lending | |
| 2000.05.26 | Debashis Bhattacharya (SSB) | Coupon Dispersion in Hybrid ARMs | |
| 2000.10.06 | Ivan Gjaja (SSB) | Credit Drift in Hybrid Subprime Mortgage Pools | |
| 1995.11.03 | Lembke, DiMartino (SB) | Credit Enhancing High LTV Mortgages in Nonagency MBS | |
| 2001.06.22 | Ivan Gjaja (SSB) | Credit Trends in Subprime Mortgage Lending - Case Review | |
| 2001.05.18 | Ivan Gjaja (SSB) | Deep Mortgage Insurance in the Subprime Market | |
| Oct 1999 | Ciochetti, Shilling (Univ. NoCarol-CH) | Default Losses and Commercial Mortgage Part I | |
| Oct 1999 | Ciochetti, Shilling (Univ. NoCarol-CH) | Default Losses and Commercial Mortgage Part II | |
| Summer 2008 | Olga Malkova (UC Berkeley) | Determinants of Foreclosure: A Chicago Case Study | |
| June 1999 | Archer, Elmer, Harrison, Ling (FDIC - Wkg Paper) | Determinants of Multfamily Mortgage Default 99-2 | |
| 1998.09.11 | Jablansky, Gjaja (SSB) | Differential Performance in HELs | |
| 1996.08.16 | Peter DiMartino (SB) | Differentiating Alternative-A and BC Mortgage Programs | |
| 1999.05.14 | Hayre, Young (SSB) | Directionality and Mortgage Durations | |
| 1997.01.17 | Goldman Sachs - FIR | Dubious Payups for New Issues | |
| 2001.08.03 | Ivan Gjaja (SSB) | Effect of MOATS and Volatities on Real Estate ABS Valuations | |
| Sept 1996 | Hayre, Change (SB-FIR) | Effective and Empirical Durations of Mortgage Securities | |
| Vol 10, #5, 1995 | Crawford, Rosenblatt (JRER) | Efficient Mortgage Default Option Exercise - Evidence from Loss Severity | |
| 1996.10.04 | Hayre, Change (SB) | Empirical Durations - Sanity Checks | |
| 1997.08.08 | Goldman Sachs - FIR | Empirical Durations on Strips | |
| 2001.01.18 | Ranjit Bhattacharjee (SSB) | Error Correction Adjustments in the SSB Prepayment Model | |
| 1999 | Shiller, weiss (JREFE) | Evaluating Real Estate Valuation Systems | |
| 1997.01.10 | Peter DiMartino (SB) | Examining Agency and Non-Agency CMO OASs | |
| 1999.06.25 | Peter DiMartino (SB) | Examining Loss Severity in Non-Agency MBSs | |
| April 2003 | Stouse, Telfeyan, Anderson, Waller (BAS-CMR) | Excess Returns | |
| 1997.01.24 | Robert Kulason (SB) | Exploiting Inefficiencies in the Agency CMO Mkt | |
| 1997.01.31 | Robert Kulason (SB) | Exploiting Inefficiencies in the Mortgage Derivatives Market | |
| 2000.11.03 | Robert Young (SSB) | FHA Mortgage Insurance Changes | |
| 2004.04.21 | Vrchota, Johnson (Fitch-SF) | Fitch Retranching | . |
| 2003.11.18 | Chambers, Lynn (Fitch-SF) | Fitch-PariPassu | . |
| None | Ciochetti, Riddiough (RERI) | Foreclosure Loss and the Foreclosure Process-An Examination of Commercial Mortgage Performance | |
| 1998 | Elmer, Selig (FDIC) | Foreclosure Trends | |
| 2001.01.11 | Vladmimir Piterbard (Univ. Chicago) | Foward Measures and Changes in Numeraire | |
| 1997.04.09 | Akiva Dickstein (LB-FIR) | From Jumbos to HELs - Prepayments | . |
| 2001.05.02 | Kulason, Hayre, Ivanov (SSB-FIR) | Gaining Exposure to Mortgage Benchmarks - A Guide | |
| 1997.10.10 | Chaudhary, Hayre (SB) | Gauging the Effect of Automated Underwriting on Alternative-A Collateral Prepayments | |
| Mar 1999 | Lakhbir Hayre (SSB-FIR) | Guide to Mortgage Backed Securities | . |
| None | Vladmimir Piterbard | Heath-Jarrow-Morton Framework | |
| 2001.08.16 | Y. K. Chan (SSB-FIR) | Hedging Mortgage Pass-Throughs | . |
| 2001.02.23 | Y. K. Chan (SSB) | Hedging the Volatility Skew | |
| 1997.04.03 | Salomon Brothers | HEL NAS Bonds | |
| Mar 1996 | Firoozye, Dickstein (LB-FIR) | HELs - Lehman Prepayment and Default Model | . |
| 1999.08.13 | Young, Hayre (SSB) | Higher Rates and Their Effect on Housing Turnover | |
| 1998.05.01 | Wing F. Chau (SSB) | Home Equity NAS IOs | |
| 2009.01.14 | Several | Housing Markets and the Economy | |
| 1997.09.08 | Patruno, Nagel (GS-FIR) | How Should Mortgage Investors Look at Actual Volatilty | |
| 2001.11.29 | Debashis Bhattacharya (SSB-MR) | Hybrid ARM Valuation | |
| 2000.06.05 | Bhattacharya, Hayre (SSB - FIR) | Hybrid ARMs | |
| 1997.09.12 | Teles, Belur (GS-FIR) | Hybrid ARMs - A Growing Market With Value | |
| 2000.02.11 | Goldman Sachs - FIR | Impact of Mortgage Rate Propagation on IO PO | |
| 2000.06.23 | Debashis Bhattacharya (SSB) | Impact of One-Year Rates on the Valuation of ARMs | |
| 1999.05.28 | Ivan Gjaja (SSB) | Impact of Prepayment Penalties on Subprime Collateral | |
| 2001.02.12 | Hayre, Ivanov (SSB-FIR) | Impact of the Internet on Mortgage Prepayments | |
| 1999.07.30 | Gjaja, Jablansky (SSB) | Implied Volatilities and Spreads Between HEL Sequentials and Credit Card ABSs | |
| 1999.04.30 | Gjaja, Jablansky (SSB) | Improving The Convexity of MH Sequentials | |
| 1998.08.07 | Peter A. DiMartino (SSB) | Interest Shortfalls in Nonagency MBS | |
| 2001.05.07 | Averbukh, Teytel (SSB-FIR) | Introduction to OTC Options on Mortgage Backed Securities | |
| None | Vladmimir Piterbard | Introduction to the Hull-White Model | |
| 1997.08.22 | Anthony Lembke (SB) | Investing in Non-putable FHA Projects | |
| 1999.12.17 | Robert Young (SSB) | IO Hedge - Ten Year or Current Coupon | |
| 1998.05.29 | Gjaja, Hayre (SSB) | Issuer Specific HEL Prepayment Models on YB | |
| 1999.05.28 | Chaudhary, DiMartino (SSB) | Jumbo Prepayment-Penalty Transactions | |
| 1997.04.10 | Biby, Nabar, Jain, Kannambadi (LB-FIR) | Lehman Prepayment Model for GNMA ARMs | . |
| 1998.11.17 | Kazarian, Joneja, Ren (LB-MBS/ABS-R) | Lehman Yield Curve Model - Implications for MBS | . |
| None | Vladmimir Piterbard | Libor Market Models | |
| Sept 2009 | Jiri Witzany (Charles Univ.) | Loss, Default, and Loss Given Default Modeling | |
| Feb 2002 | Gupton, Stein (Moodys) | LOSSCALCTM: Mode for Predicting Loss Given Default | |
| None | Brian A. Ciochetti | Loss Characteristics of Commercial Mortgage Foreclosures | |
| 2001.11.12 | Mingelgrin, Prasad (LB-MBS/ABS-S) | Manufactured Housing Prepayments and Defaults | |
| None | Vladmimir Piterbard | Market Models | |
| 2000.10.27 | Bob Kulason (SSB) | MBS OASs Relative to Those of Competing Spread Sectors During Periods of Crisis | |
| 1997.02.21 | Hayre, Young (SB) | MBS Price Changes and OAS Widening - Some Nuances and Complexities | |
| 1999.01.12 | Peter J. Crosbie (KMV) | Modeling Default Risk | |
| Dec 1995 | Claire, Dicke, Doll, et al (AAA-CLIFR) | Modeling Mortgage and Real Estate C-1 Risk - Life Co | . |
| Aug 1998 | Gjaja, Hayre, Jablansky, Chau (SSB-FIR) | Modeling of Fixed-Rate HEL Prepayments | |
| 1998.03.20 | Salomon Smith Barney | Monthly Variation in HEL Prepayment Speeds | |
| 2003.11.20 | Brian Furlong (Moody's-SF) | Moodys-CollatSubstitun | . |
| Nov 2003 | Ali Sistani (Moody's-GCR) | Moodys-FrMacDirectPay | . |
| 2004.04.12 | Philipp, Voumvourakis, Rubin, Furlong (Moody's-SF) | Moodys-LageOfcLoans | . |
| 2003.11.13 | Gordon, Dziadul (Moody's-SF) | Moodys-LTV-Delinq | . |
| 2003.12.01 | Gordon, Dziadul (Moody's-SF) | MoodysOnMigration | . |
| 2004.01.08 | Daniel B. Rubock (Moody's-SF) | Moodys-PariPassu | . |
| 2001.09.28 | Robert Young (SSB) | More On Mortgage Rates | |
| Oct 1995 | Yongheng Deng (UC Berkeley-Econ) | Mortgage Termination - An Empirical Hazard Model with Stochastic Term Structure | |
| 1996.03.08 | Goldman Sachs - MSR | Mortgage Banker Consolidation Means Structurally Faster Refinancings | |
| 2001.03.06 | Lakhbir S. Hayre (SSB-FIR) | Mortgage Durations and Price Moves | |
| 2002.09.30 | Jerry Crute (ACLI) | Mortgage Loan Portfolio Profile - ACLI June 2002 | |
| None | Gregg N. Patruno (GS-MSR) | Mortgage Prepayment Modeling II | |
| 1997.07.25 | Kyle Nagel (GS-FIR) | Mortgage Risk Measures - What They Mean and How to Use Them | |
| Feb 1999 | Deng, Quigley, Van Order (Econometrica) | Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options | |
| None | Goldman Sachs | Mortgages and Callable Debentures - An OAS Primer | |
| 2001.08.03 | Chan, Russell, Teytel (SSB) | Motgage Option-Adjusted Term Structure Model - MOATS | |
| 2000.10.05 | Kevin Quinn (Univ. Washington) | Motivating Binary Response Regression Models | |
| Vol 29, #3, 2001 | Clapp, Goldberg, Harding, LaCour-Little (JREE) | Movers and Shuckers - Interdependent Prepayment Decisions | |
| Vol 4, #1, 1998 | Goldberg, Capone (OFHEO - JPDR) | Multifamily Mortgage Credit Risk-Lessons from Recent History | |
| 2001.03.08 | Ivan Gjaja (SSB-FIR) | New Model of Subprime Mortgage Rates | |
| 2001.03.09 | Ivan Gjaja (SSB) | New Model of Subprime Mortgage Rates - Valuation Implications | |
| 1997.05.16 | DeMeo, Kam (SB) | New Prepayment Model and Fixed-Volatility Assumptions - Impact on the Mortgage Index | |
| 1996.11.15 | Peter DiMartino (SB) | Nonagency CMO Issuance | |
| 1997.06.27 | Peter DiMartino (SB) | Nonagency MBS Information - Extensive but Lacks Uniformity | |
| 1999.11.12 | Goldman Sachs (FIR) | Observations on Hybrid ARM Empirical Durations | |
| 2000.08.14 | Ambrose, Capone, Deng (JREFE) | Optimal Put Exercise - An Empirical Examination of Conditions for Mortgage Forclosure | |
| 1999.12.10 | Ivan Gjaja (SSB) | Option Cost of HEL and MH Pass-Throughs | |
| 2000.09.29 | Akesson, Lehoczky (Carnegie Mellon Univ) | Path Generation for Quasi-Monte Carlo Simulation of MBS | |
| 2000 | Vladmimir Piterbard (BofA) | PDE Lattice for Hull-White Model | |
| 1997.12.12 | Samuel Choi (SB) | PO Convexity Drift | |
| Nov 2003 | Conner, Liang (PREI) | PREI-OfcNov03 | |
| 1998.06.05 | Gjaja, Hayre (SSB) | Prepayment and Valuation Comparisons for New and Old HEL Models | |
| 2001.03.30 | Young, DiMartino (SSB) | Prepayment Behavior of Australian Mortgages | |
| Oct 1997 | Arora, Jain, Nabar (LB-FIR) | Prepayment Behavior of Credit Impaired Borrowers | |
| 1996.09.27 | Hayre, Young (SB) | Prepayment Characteristics of Hybrid ARMs | |
| 2001.02.09 | Hayre, Teytel, Young (SSB) | Prepayment Model Update | |
| 1996.12.06 | Goldman Sachs (FIR) | Prepayment Model Update - Greater Efficiency Greater Diversity | |
| 1999.08.13 | Peter DiMartino (SSB) | Prepayment Penalties Reduce Subprime MBS Speeds | |
| None | Berkovec, Canner, Hannan, Gabriel | Race Redlining | |
| 2001.04.20 | Jozoff, Loshak (GS-FIR) | Rate Level, Not Curve Shape, Should Drive Mortgages | |
| Spring 2003 | Heflin, Baines (IFE-REI) | Real Estate Debt - Which Offers the Most Return | |
| 2000.07.07 | Gjaja, Nekipelova (SSB) | Recent Servicing Performance of Financially Distressed Subprime Issuers | |
| 2001.11.29 | Debashis Bhattacharya (SSB-MR) | Recent Trends in Hybrid ARMs | |
| 2001.02.02 | Gjaja, Nekipelova (SSB) | Recent Trends in Manufactured Housing | |
| 1999.07.16 | Ivan Gjaja (SSB) | Relative Value - Credit Card HEL and MH OASs | |
| 2001.02.09 | Chan, Russell, Teytel (SSB) | Release of New Model for Mortgage Rates | |
| 1998.12.18 | Chaudhary, Young, DiMartino (SSB) | Relocation Prepayments | |
| 2001.03.05 | Quantum Finance | Residential Mortgage Prepayments - Issues Model Structure and Implementation | . |
| 2000.09.15 | Gjaja, Nekipelova (SSB) | Review of Subprime Mortgage Prepayments and Credit | |
| 1997.06.06 | Kyle Nagel (GS-FIR) | Rich Cheap Regressions for TBA Pass Throughs - A User Guide | |
| 2000.01.13 | Arora, Heike, Mattu (LB-MBS/ABS-R) | Risk and Return in the Mortgage Market | |
| 2000.05.19 | Ivan Gjaja (SSB) | Risk of Principal Loss on a HEL Mezzanine Bond | |
| None | George Nuemann (Handbook of Applied Economics) | Search Models and Duration Data | |
| 1996.04.19 | Peter DiMartino (SB) | Senior Nonagency Lock Out Bonds - Superior Call Protection and Triple A Credit | |
| 1999.06.04 | Robert Young (SSB) | Similar to Empirical Durations OAS Correlations Can Also Mislead | |
| Vol 16, #1, 1999 | Esaki, L'Heureux, Snyderman (JREF) | Snyderman 1999 JREF | |
| 1996.09.20 | Goldman Sachs (MSR) | Spread Convexity | |
| 2000.06.19 | Goldman Sachs (FIR) | State of The ARM Market | |
| 1997.07.25 | Shreve, Chalasani, Jha (Carnegie Mellon Univ) | Stochastic Calculus and Finance | |
| 2001.07.27 | Jozoff, Loshak (GS-FIR) | Strategies in a Steep Curve Environment | |
| 1999.06.18 | Corcoran, Phillips (JPMorgan) | Stress and Defaults in CMBS Deals | |
| 1999.02.26 | Goldman Sachs (FIR) | Swaps Are Not the New Benchmark for Most)Investors | |
| 2001.10.19 | Robert Young (SSB) | Test Prepayment Release | |
| 1997.05.30 | Peter DiMartino (SB) | The Alternative-A Nonagency Subsector - A Primer | |
| Jan 1999 | Chaudhary, Hayre (SSB-FIR) | The Evolution of the Mortgage Origination Process | |
| 1998.11.20 | Hayre, Chaudhary (SSB) | The Fuzziness of Mortgage Rates | |
| 2001.08.03 | Mikhail Teytel (SSB) | The Impact of GSEs on the Alternative-A Sector | |
| 2000.06.23 | Nekikelova, Gjaja (SSB) | The Impact of HEL Collateral Performance on Spread Tiering | |
| 1999.11.19 | Sharad Chaudhary (SSB) | The Impact of WAC Dispersion on IO Valuations | |
| 2000.02.04 | Hayre, Young, Chan (SSB) | The Inverted Yield Curve and Mortgage Valuation | |
| 1999.02.05 | Peter DiMartino (SSB) | The Loss Curve and Yield Sensitivity of Below Investment Grade Residential Mortgages | |
| Nov 1999 | Young, Hayre, Chaudhary (SSB-FIR) | The Mechanics of Investing in Mortgage and Asset Backed Securities | |
| 1996.11.01 | Hayre, Chang (SB) | The Multiple Dimensions of Mortgage Durations | |
| Jul 2001 | Eknath Belbase (Andrew Davidson & Co) | The New Andrew Davidson Prepayment Model | |
| 2000.01.14 | Peter DiMartino (SSB) | The Nonagency MBS Market - A Look Back at the 1990s | |
| Jan 1998 | Y. K. Chan (SSB-FIR) | The Relationship Between Exchange Rates Swap Spreads and Mortgage Spreads | |
| 1994.02.09 | Vakaloloulos, Moran, Garrison, Helton (KP-ER) | The Rise and Fall and Rise of REITS Kidder Peabody Equity Research 2.9.94 Handout | . |
| 1996.04.26 | Goldman Sachs (MSR) | The Spread Differential - Mortgages and Agency Debentures | |
| 1999.01.29 | Ivan Gjaja (SSB) | The Stepdown Test and Extension of HEL Subordinates | |
| 1998.12.18 | Hayre, Bhattacharya (SSB) | Update to ARM Prepayment Model | |
| 2000.06.02 | Bhattacharya, Hayre (SSB) | Update to Hybrid Prepayment Model | |
| 1999.10.22 | Chaudhary, Young, Hayre (SSB) | Update to SSB Prepayment Model | |
| Aug 2002 | Deng, Gabriel (USC-FBE) | USC - FBE - 02-10 Research Paper | |
| Feb 2001 | Karoui, Martellini (USC-FBE) | USC - FBE -01-09 Research Paper | |
| 1999.06.25 | Clamp, Myers (USC) | USC - Graaskamp and Definition of Rigorous Research | |
| 1996.12.09 | Goldman Sachs (FIR) | Using OAS and Empirical OAS to Find Value in Vintages and Coupons | |
| 1996.11.19 | Goldman Sachs (FIR) | Valuation and Hedging of Inv Floaters | |
| 1999.12.03 | Goldman Sachs (FIR) | Valuation and Hedging of Inv IOs | |
| Aug 1998 | Y. K. Chan (SSB-FIR) | Valuation of Inverse IOs and Other MBS Derivatives | |
| 1999.11.19 | Debashis Bhattacharya (SSB) | Value in Hybrid ARMs | |
| 1998.08.21 | Goldman Sachs (FIR) | Value in Relocation Mortgages | |
| 2000.08.18 | Ivan Gjaja (SSB) | Value of Prepayment Penalty Cash Flows for Subprime Mortgage Collateral | |
| 1998.09.18 | Salomon Smith Barney | Valuing Available Funds Caps on HEL Floaters off Fixed-Rate Collateral | |
| 1999.07.09 | Goldman Sachs (FIR) | Valuing the Hybrid Tail | |
| 1997.07.03 | Kyle Nagel (GS-FIR) | Volatility and the Mortgage Market - A Primer | |
| 2001.02.20 | Hemanth P. Nagaraj (LG-FIR) | Volatility Exposure of MBS - A Comprehensive Study of Partial Vegas | . |
| 1995.11.22 | Goldman Sachs (FIR) | What Do People Mean When They Talk About Prepayment Risk | |
| 1995.11.03 | Goldman Sachs (FIR) | When Does Negative Convexity Really Hurt | |
| 1998.07.24 | Goldman Sachs (FIR) | Where Angels Fear to Tread - Mortgages and Swaptions | |
| 1997.11.14 | Hayre, Chaudhary (SB) | Whole Loan Prepayments and Modeling | |
| 1998.10.02 | Hayre, Young (SSB) | Why OASs Change | |
| 2001.10.25 | Aleksandar Kocic (LB-FIR) | Why Should Convexity Hedgers Care About Long Volatilities | . |
| Aug 2001 | Deng, Quigley (IBER) | Wood-Head Behavior and The Pricing of Residential Mortgages | . |
| 1997.10.31 | Hayre, Young (SB) | Wrestling With Mortgage Durations | |
| 2001.08.03 | Mikhail Teytel (SSB) | YB Defaults For Mortgage Prepayments | |
| None | Goldman Sachs (FIR) | Yield Curve Flattening - Historical and Current Perspectives | |
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