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Results: 1-7 |
Results: 7

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

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

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

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

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

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

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: 1-7 |