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FAME research paper series
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1
Monte Carlo simulations for real estate valuation
Hoesli, Martin
(
contributor
);
Jani, Elion
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074433
Saved in:
2
Determinants of cross-sectional variation in discount-rates, growth rates, and exit cap rates
Gunnelin, Åke
;
Hendershott, Patric H.
;
Hoesli, Martin
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863886
Saved in:
3
Valuation of Sovereign Debt with Strategic Defaulting and Rescheduling
Westphalen, Michael
-
2002
FAME le ctures, the Research Day/Annual Meeting, and the Research Paper Series. The
FAME
Research
Paper
Series
includes … by our name. I am delighted to serve as coordinator of the
FAME
Research
Paper
Series
. Please contact me if you are …
Persistent link: https://www.econbiz.de/10005843306
Saved in:
4
Interactions between Market and Credit Risk: Modeling the Joint Dynamics of Default-free and Defaultable Bond Term Structures
Walder, Roger
-
2002
FAME le ctures, the Research Day/Annual Meeting, and the Research Paper Series. The
FAME
Research
Paper
Series
includes … by our name. I am delighted to serve as coordinator of the
FAME
Research
Paper
Series
. Please contact me if you are … credit risk factor. In two subsequent studies (forthcoming in the
FAME
Research
Paper
Series
), we investigate the …
Persistent link: https://www.econbiz.de/10005843342
Saved in:
5
Credit Spread Specification and the Pricing of Spread Options
Mougeot, Nicolas
-
2000
This paper shows a simple approach to the pricing of options on spread and some arguments in favor of modelling the spread using its two components instead of the spread itself.
Persistent link: https://www.econbiz.de/10005843219
Saved in:
6
Recovery Risk in Stock Returns
Akgun, Aydin
;
Gibson, Rajna
-
1999
This paper argues that book-to-market and size attributes represent sensitivities of firm returns to several risk factors, and in so doing they subsume the information in other attributes.
Persistent link: https://www.econbiz.de/10005843147
Saved in:
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