NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Caps on Adjustable Rate Mortgages: Valuation, Insurance, and Hedging

Eduardo S. Schwartz, Walter N. Torous

Chapter in NBER book Financial Markets and Financial Crises (1991), R. Glenn Hubbard, editor (p. 283 - 304)
Conference held March 22-24, 1990
Published in January 1991 by University of Chicago Press
© 1991 by the National Bureau of Economic Research

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