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person:"Lyubimov, Constantine"
~person:"Keenan, Donald C."
~subject:"Credit rating"
~subject:"Optionspreistheorie"
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Credit rating
Optionspreistheorie
Theorie
39
Theory
38
Risikoaversion
18
Risk aversion
18
Hypothek
14
Mortgage
14
Expected utility
7
Credit risk
6
Erwartungsnutzen
6
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6
Option pricing theory
6
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5
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5
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Allgemeines Gleichgewicht
4
General equilibrium
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9
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Lyubimov, Constantine
Keenan, Donald C.
Kau, James B.
9
Muller, Walter J.
2
Slawson, V. Carlos
2
Brunson, Andrew L.
1
Epperson, James F.
1
Hilliard, Jimmy E.
1
Kim, Taewon
1
Munneke, Henry J.
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Smurov, Alexey A.
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The journal of real estate finance and economics
4
Journal of financial services research : JFSR
1
Journal of urban economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of fixed income
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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ECONIS (ZBW)
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1
Racial discrimination and mortgage lending
Kau, James B.
;
Keenan, Donald C.
;
Munneke, Henry J.
- In:
The journal of real estate finance and economics
45
(
2012
)
2
,
pp. 289-304
Persistent link: https://www.econbiz.de/10009581749
Saved in:
2
Asymmetric information in the subprime mortgage market
Kau, James B.
;
Keenan, Donald C.
;
Lyubimov, Constantine
; …
- In:
The journal of real estate finance and economics
44
(
2012
)
1/2
,
pp. 67-89
Persistent link: https://www.econbiz.de/10009541354
Saved in:
3
Subprime mortgage default
Kau, James B.
;
Keenan, Donald C.
;
Lyubimov, Constantine
; …
- In:
Journal of urban economics
70
(
2011
)
2/3
,
pp. 75-87
Persistent link: https://www.econbiz.de/10009307471
Saved in:
4
Reduced form mortgage pricing as an alternative to option-pricing models
Kau, James B.
;
Keenan, Donald C.
;
Smurov, Alexey A.
- In:
The journal of real estate finance and economics
33
(
2006
)
3
,
pp. 183-196
Persistent link: https://www.econbiz.de/10003395831
Saved in:
5
Liability distributions for mortgage insurance
Kau, James B.
;
Keenan, Donald C.
;
Kim, Taewon
- In:
The journal of risk and insurance : the journal of the …
68
(
2001
)
3
,
pp. 475-488
Persistent link: https://www.econbiz.de/10001648335
Saved in:
6
A fixed-rate mortgage valuation model in three state variables
Brunson, Andrew L.
;
Kau, James B.
;
Keenan, Donald C.
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10001595320
Saved in:
7
Catastrophic default and credit risk for lending institutions
Kau, James B.
;
Keenan, Donald C.
- In:
Journal of financial services research : JFSR
15
(
1999
)
2
,
pp. 87-102
Persistent link: https://www.econbiz.de/10001424722
Saved in:
8
The valuation at origination of fixed-rate mortgages with default and prepayment
Kau, James B.
;
Keenan, Donald C.
;
Muller, Walter J.
; …
- In:
The journal of real estate finance and economics
11
(
1995
),
pp. 5-36
Persistent link: https://www.econbiz.de/10001183762
Saved in:
9
Pricing a class of American and European path dependent securities
Hilliard, Jimmy E.
;
Kau, James B.
;
Keenan, Donald C.
; …
- In:
Management science : journal of the Institute for …
41
(
1995
)
12
,
pp. 1892-1899
Persistent link: https://www.econbiz.de/10001196045
Saved in:
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