Pricing Shared Appreciation Mortgages

This paper develops a model for the valuation of shared appreciation mortgage (SAM) and examines the effect of reduction in interest rate on the mortgage duration and share of property appreciation lender charges. The recent rise in SAM availability, as a result of some secondary market financial su...

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Bibliographic Details
Main Author: Zhong, Yina
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2006
Online Access:https://eprints.nottingham.ac.uk/20781/