Scott Gregory Chastain

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Working papers of the Federal Reserve Bank of Cleveland are preliminary materials circulated to stimulate discussion and critical comment on research in progress. They may not have been subject to the formal editorial review accorded offi cial Federal Reserve Bank of Cleveland publications. The views stated herein are those of the authors and are not(More)
BACKGROUND Atrial fibrillation is associated with higher mortality. Identification of causes of death and contemporary risk factors for all-cause mortality may guide interventions. METHODS AND RESULTS In the Rivaroxaban Once Daily Oral Direct Factor Xa Inhibition Compared with Vitamin K Antagonism for Prevention of Stroke and Embolism Trial in Atrial(More)
A delivery option exists in mortgage-backed security market, which has not been considered in existing mortgage pricing simulation literature. We explain the delivery option in the "To Be Announced" trade. We discuss how the presence of the delivery option effects the use of the standard pricing simulation technique. This technique uses a risk neutral(More)
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