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- W2056404075 abstract "A continuous-time contingent claims pricing model is used to price Farmer Mac mortgage-backed securities. The required investor yields are then compared with mortgage rates from various financial institutions to determine the competitiveness of loan rates needed for the Farmer Mac market. Our results indicate that Farmer Mac" @default.
- W2056404075 created "2016-06-24" @default.
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- W2056404075 date "1993-09-01" @default.
- W2056404075 modified "2023-09-24" @default.
- W2056404075 title "Competitive Pricing of Farmer Mac's Mortgage-Backed Securities and Its Future Viability: A Contingent Claims Analysis Approach" @default.
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- W2056404075 doi "https://doi.org/10.2307/1349488" @default.
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