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

Eduardo S. Schwartz & Walter N. Torous

Published Date January 1991

Copyright 1991

ISBN 0226355888

Book: Financial Markets and Financial Crises

Book editor: R. Glenn Hubbard

PUBLISHER: University of Chicago Press

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Eduardo S. Schwartz and Walter N. Torous, Financial Markets and Financial Crises (University of Chicago Press, 1991), chap. 9, https://www.nber.org/books-and-chapters/financial-markets-and-financial-crises/caps-adjustable-rate-mortgages-valuation-insurance-and-hedging.