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Results: 1-12 |
Results: 12
VALUING PREPAYMENT AND DEFAULT IN A FIXED-RATE MORTGAGE - A BIVARIATEBINOMIAL OPTIONS PRICING TECHNIQUE
Authors: HILLIARD JE KAU JB SLAWSON VC
Citation: Je. Hilliard et al., VALUING PREPAYMENT AND DEFAULT IN A FIXED-RATE MORTGAGE - A BIVARIATEBINOMIAL OPTIONS PRICING TECHNIQUE, Real estate economics, 26(3), 1998, pp. 431-468
A MODEL FOR PRICING SECURITIES DEPENDENT UPON A REAL-ESTATE INDEX
Authors: BUTTIMER RJ KAU JB SLAWSON VC
Citation: Rj. Buttimer et al., A MODEL FOR PRICING SECURITIES DEPENDENT UPON A REAL-ESTATE INDEX, Journal of housing economics, 6(1), 1997, pp. 16-30
AN OPTION-THEORETIC MODEL OF CATASTROPHES APPLIED TO MORTGAGE INSURANCE
Authors: KAU JB KEENAN DC
Citation: Jb. Kau et Dc. Keenan, AN OPTION-THEORETIC MODEL OF CATASTROPHES APPLIED TO MORTGAGE INSURANCE, The Journal of risk and insurance, 63(4), 1996, pp. 639-656
THE VALUATION AT ORIGINATION OF FIXED-RATE MORTGAGES WITH DEFAULT ANDPREPAYMENT
Authors: KAU JB KEENAN DC MULLER WJ EPPERSON JF
Citation: Jb. Kau et al., THE VALUATION AT ORIGINATION OF FIXED-RATE MORTGAGES WITH DEFAULT ANDPREPAYMENT, Journal of real estate finance and economics, 11(1), 1995, pp. 5-36
PRICING A CLASS OF AMERICAN AND EUROPEAN PATH DEPENDENT SECURITIES
Authors: HILLIARD JE KAU JB KEENAN DC MULLER WJ
Citation: Je. Hilliard et al., PRICING A CLASS OF AMERICAN AND EUROPEAN PATH DEPENDENT SECURITIES, Management science, 41(12), 1995, pp. 1892-1899
WAITING TO DEFAULT - THE VALUE OF DELAY
Authors: KAU JB KIM T
Citation: Jb. Kau et T. Kim, WAITING TO DEFAULT - THE VALUE OF DELAY, AREUEA journal, 22(3), 1994, pp. 539-551
DEFAULT PROBABILITIES FOR MORTGAGES
Authors: KAU JB KEENAN DC KIM TW
Citation: Jb. Kau et al., DEFAULT PROBABILITIES FOR MORTGAGES, Journal of urban economics, 35(3), 1994, pp. 278-296
THE TIMING OF PREPAYMENT - A THEORETICAL-ANALYSIS
Authors: KAU JB KIM T
Citation: Jb. Kau et T. Kim, THE TIMING OF PREPAYMENT - A THEORETICAL-ANALYSIS, Journal of real estate finance and economics, 7(3), 1993, pp. 221-228
TRANSACTION COSTS, SUBOPTIMAL TERMINATION AND DEFAULT PROBABILITIES
Authors: KAU JB KEENAN DC KIM T
Citation: Jb. Kau et al., TRANSACTION COSTS, SUBOPTIMAL TERMINATION AND DEFAULT PROBABILITIES, AREUEA journal, 21(3), 1993, pp. 247-263
IDEOLOGY, VOTING, AND SHIRKING
Authors: KAU JB RUBIN PH
Citation: Jb. Kau et Ph. Rubin, IDEOLOGY, VOTING, AND SHIRKING, Public choice, 76(1-2), 1993, pp. 151-172
AN OPTION-BASED PRICING MODEL OF PRIVATE MORTGAGE INSURANCE
Authors: KAU JB KEENAN DC MULLER WJ
Citation: Jb. Kau et al., AN OPTION-BASED PRICING MODEL OF PRIVATE MORTGAGE INSURANCE, The Journal of risk and insurance, 60(2), 1993, pp. 288-299
OPTION THEORY AND FLOATING-RATE SECURITIES WITH A COMPARISON OF ADJUSTABLE-RATE AND FIXED-RATE MORTGAGES
Authors: KAU JB KEENAN DC MULLER WJ EPPERSON JF
Citation: Jb. Kau et al., OPTION THEORY AND FLOATING-RATE SECURITIES WITH A COMPARISON OF ADJUSTABLE-RATE AND FIXED-RATE MORTGAGES, The Journal of business, 66(4), 1993, pp. 595-618
Risultati: 1-12 |