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Valuing prepayment and default...
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Kau, James B.
27
Keenan, Donald C.
17
Hilliard, Jimmy E.
13
Kim, Taewon
5
Muller III, Walter J.
4
Schwartz, Adam
4
Rubin, Paul H.
3
Carlos Slawson, V.
2
Epperson, James F.
2
Hillebrand, Eric
2
Hilliard, Jimmy
2
Linck, James S.
2
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2
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2
Slawson Jr, V.Carlos
2
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2
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1
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1
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The journal of real estate finance and economics
11
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
Journal of financial and quantitative analysis : JFQA
2
Journal of the American Real Estate & Urban Economics Association
2
Journal of urban economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of futures markets
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Financial management
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1
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Public choice
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Risk : managing risk in the world's financial markets
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OLC EcoSci
ECONIS (ZBW)
172
RePEc
63
BASE
8
Other ZBW resources
4
USB Cologne (EcoSocSci)
2
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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
,
pp. 67-90
Persistent link: https://www.econbiz.de/10009816608
Saved in:
2
Valuing Prepayment and Default in a Fixed-Rate Mortgage: A Bivariate Binomial Options Pricing Technique
Hilliard, Jimmy E.
;
Kau, James B.
;
Slawson Jr, V.Carlos
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
3
,
pp. 431-468
Persistent link: https://www.econbiz.de/10006917835
Saved in:
3
Pricing a clas 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/10006104132
Saved in:
4
Frictions, Heterogeneity and Optimality in Mortgage Modeling
Kau, James B.
;
Carlos Slawson, V.
- In:
The journal of real estate finance and economics
24
(
2002
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10007110070
Saved in:
5
Subprime mortgage default
Kau, James B.
;
Keenan, Donald C.
;
Lyubimov, Constantine
; …
- In:
Journal of urban economics
70
(
2011
)
2
,
pp. 75-88
Persistent link: https://www.econbiz.de/10009291060
Saved in:
6
A Test of Technical Analysis: Matching Time Displaced Generalized Patterns
Hilliard, Jimmy
;
Schwartz, Adam
;
Squire, James
- In:
Financial management
42
(
2013
)
2
,
pp. 291-314
Persistent link: https://www.econbiz.de/10010122791
Saved in:
7
Alternative investments - Pricing options on film revenue - This article illustrates two models for cumulative revenues from films, and how these models can be used to price options. The authors find that while both models lead to option prices that accurately reflect discounted future option payouts, the gamma process model is easier to implement.
Chance, Don
;
Hillebrand, Eric
;
Hilliard, Jimmy
- In:
Risk : managing risk in the world's financial markets
22
(
2009
)
5
,
pp. 80-86
Persistent link: https://www.econbiz.de/10008257105
Saved in:
8
Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
3
,
pp. 671
Persistent link: https://www.econbiz.de/10006691645
Saved in:
9
Valuation of Commodity Futures and Options under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot
Hilliard, Jimmy E.
;
Reis, Jorge
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10006700984
Saved in:
10
On the Statistical Significance of Event Effects on Unsystematic Volatility
Hilliard, Jimmy E.
;
Savickas, Robert
- In:
The journal of financial research : a publ. of the …
25
(
2002
)
4
,
pp. 447-462
Persistent link: https://www.econbiz.de/10006825018
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