Tyler T. Yang

Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management

McLean, VA 22101

United States

SCHOLARLY PAPERS

12

DOWNLOADS

131

CITATIONS

6

Scholarly Papers (12)

1.

Re-Default Risk of Modified Mortgages

Number of pages: 38 Posted: 02 Apr 2014 Last Revised: 11 Jun 2014
Jian Chen, Jin Xiang and Tyler T. Yang
IFE Group, Integrated Financial Engineering Inc. and Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management
Downloads 113 (242,220)
Citation 1

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Residential Mortgage, Default Risk, Credit Risk

2.

The Effect of Exercise Date Uncertainty on Employee Stock Option Value

Journal of Business Finance & Accounting, Vol. 30, pp. 669-698, June 2003
Number of pages: 30 Posted: 31 Oct 2003
Brian A. Maris, Jo-Mae Maris and Tyler T. Yang
Northern Arizona University - College of Business Administration, Northern Arizona University - College of Business Administration and Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management
Downloads 18 (531,022)
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3.

Collateral Risk in Residential Mortgage Defaults

Journal of Real Estate Finance and Economics, Forthcoming
Posted: 30 Sep 2010
Tyler T. Yang, Che-Chun Lin and Man Cho
Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management, National Tsing Hua University and KDI School of Public Policy and Management

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Mortgage Default Risk, House Price Volatility, Diversification Benefit, Default Options, House Price Index, Systematic Risk, Geographic Concentration

4.

Market Risk of Mortgage-Backed Securities with Consistent Measures

Journal of Real Estate Finance and Economics, Vol. 36, No. 1, 2008
Posted: 31 Aug 2007
Hsien-Hsing Liao, Ren-Raw Chen and Tyler T. Yang
National Taiwan University, Fordham University - Gabelli School of Business and Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management

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5.

An Analysis of the Ex-Ante Probabilities of Mortgage Prepayment and Default

Real Estate Economics, Vol. 26, No. 4, 1998
Posted: 24 Oct 1998
Tyler T. Yang, Henry Buist and Isaac F. Megbolugbe
Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management, Fannie Mae and Federal National Mortgage Association (Fannie Mae) - Office of Housing Research

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6.

Housing Finance in a Stochastic Economy: Theory, Estimation, and Policy Implications

Posted: 27 Jun 1998
Henry Buist and Tyler T. Yang
Fannie Mae and Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management

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7.

Mortgage Prepayment with an Uncertain Holding Period

J. OF REAL ESTATE FINANCE AND ECONOMICS, Vol. 12 No. 2
Posted: 16 Jun 1998
Tyler T. Yang and Brian A. Maris
Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management and Northern Arizona University - College of Business Administration

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8.

Optimal Interest Rate-Discount Points Combination: Strategy for Mortgage Contract Terms

JOURNAL OF THE AMERICAN REAL ESTATE AND URBAN ECONOMICS ASSOCIATION, Vol 22 No 4, Winter 1994
Posted: 25 May 1998
Roger E. Cannaday and Tyler T. Yang
University of Illinois at Urbana-Champaign - Department of Finance and Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management

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9.

An Integrated Model for the Term and Volatility Structures of Interest Rates

Posted: 25 May 1998
Ren-Raw Chen and Tyler T. Yang
Fordham University - Gabelli School of Business and Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management

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10.

An Analysis of Ex-Ante Probabilities of Mortgage Prepayment and Default

Posted: 24 Apr 1998
Tyler T. Yang, Henry Buist and Isaac F. Megbolugbe
Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management, Fannie Mae and Federal National Mortgage Association (Fannie Mae) - Office of Housing Research

Abstract:

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11.

Optimal Leverage Strategy: Capital Structure in Real Estate Investments

J. OF REAL ESTATE FINANCE AND ECONOMICS, Vol. 13 No. 2
Posted: 25 Apr 1997
Roger E. Cannaday and Tyler T. Yang
University of Illinois at Urbana-Champaign - Department of Finance and Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management

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12.

A Universal Lattice

Posted: 03 Oct 1996
Ren-Raw Chen and Tyler T. Yang
Fordham University - Gabelli School of Business and Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management

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