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Pricing Default Risk in Mortga...
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1
Pricing default risk in mortgages
Epperson, James F.
;
Kau, James B.
;
Keenan, Donald C.
; …
-
1984
Persistent link: https://www.econbiz.de/10001443834
Saved in:
2
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:
3
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:
4
Delinquencies, Default and Borrowers' Strategic Behavior toward the Modification of Commercial Mortgages
Buschbom, Stephen L.
;
Kau, James B.
;
Keenan, Donald C.
; …
- In:
Real Estate Economics
49
(
2018
)
3
,
pp. 936-967
Persistent link: https://www.econbiz.de/10012086386
Saved in:
5
Taxes, points and rationality in the mortgage market
Kau, James B.
;
Keenan, Donald C.
-
1984
Persistent link: https://www.econbiz.de/10001443828
Saved in:
6
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:
7
An option-theoretic model of catastrophes applied to mortgage insurance
Kau, James B.
- In:
The journal of risk and insurance : the journal of the …
63
(
1996
)
4
,
pp. 639-656
Persistent link: https://www.econbiz.de/10001335130
Saved in:
8
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:
9
Patterns of rational default
Kau, James B.
;
Keenan, Donald C.
- In:
Regional science & urban economics
29
(
1999
)
6
,
pp. 765-785
Persistent link: https://www.econbiz.de/10001415369
Saved in:
10
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
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