Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Fen-Ying Chen, Sharon S. Yang and Hong-Chih Huang
| Year of publication: |
2021
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|---|---|
| Authors: | Chen, Fen-Ying ; Yang, Sharon S. ; Huang, Hong Chih |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 9, p. 1551-1565
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| Subject: | Contagion risk | Interest rate risk | Non-negative equity guarantees | Reverse mortgage | Zinsrisiko | Immobilienpreis | Real estate price | Zins | Interest rate | Zinsstruktur | Yield curve | Ansteckungseffekt | Contagion effect | CAPM | Theorie | Theory | Hypothek | Mortgage | Risiko | Risk | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.1890805 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012624157