Narrow search
Showing 1 - 5 of 5
Cover Image
Rental expectations and the term structure of lease rates
Clapham, Eric; Gunnelin, °Ake - In: Real estate economics : journal of the American Real … 31 (2003) 4, pp. 647-670
Persistent link: https://www.econbiz.de/10001845836
Cover Image
On the pricing of real estate index linked swaps
Björk, Tomas; Clapham, Eric - In: Journal of housing economics 11 (2002) 4, pp. 418-432
Persistent link: https://www.econbiz.de/10001763211
Cover Image
A note on the pricing of real estate index linked swaps
Björk, Tomas (contributor); Clapham, Eric (contributor) - 2002 - [Elektronische Ressource]
In this paper we discuss the pricing of commercial real estate index linked swaps (CREILS). This particular pricing problem has been studied by Buttimer et al. (1997) in a previous paper. We show that their results are only approximately correct and that the true theoretical price of the swap is...
Persistent link: https://www.econbiz.de/10001645586
Cover Image
Revisiting the past and settling the score : index revision for house price derivatives
Clapham, Eric; Englund, Peter; Quigley, John M.; … - In: Real estate economics : journal of the American Real … 34 (2006) 2, pp. 275-302
Persistent link: https://www.econbiz.de/10003329808
Cover Image
A Note on Embedded Lease Options
Clapham, Eric - 2007
Buetow and Albert (1998) discuss options embedded in lease contracts. They present a pricing framework, calibrate it using data from the National Real Estate Index and apply it using a numerical method known as the finite difference method with absorbing boundaries. This note extends the...
Persistent link: https://www.econbiz.de/10012778047