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Pricing Default Risk in Mortga...
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Kau, James B.
27
Keenan, Donald C.
26
Snow, Arthur
7
Kim, Taewon
5
Epperson, James F.
4
Muller III, Walter J.
4
Rubin, Paul H.
3
Carlos Slawson, V.
2
Hilliard, Jimmy E.
2
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2
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2
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2
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2
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2
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1
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The journal of real estate finance and economics
11
Journal of economic theory
3
Journal of risk and uncertainty : JRU
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
Business credit : publication of National Association of Credit Management
2
Journal of the American Real Estate & Urban Economics Association
2
Journal of urban economics
2
The journal of corporate finance : contracting, governance and organization
2
Journal of economic dynamics & control
1
Journal of financial services research : JFSR
1
Journal of housing economics
1
Journal of mathematical economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Public choice
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The Canadian journal of economics
1
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1
The journal of fixed income
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OLC EcoSci
ECONIS (ZBW)
150
RePEc
39
USB Cologne (EcoSocSci)
2
EconStor
1
Other ZBW resources
1
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1
Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages
Kau, James B.
;
Keenan, Donald C.
;
Muller III, Walter J.
; …
- In:
The journal of business : B
66
(
1993
)
4
,
pp. 595-618
Persistent link: https://www.econbiz.de/10006074180
Saved in:
2
The Valuation of Origination of Fixed-Rate Mortgages with Default and Prepayment
Kau, James B.
;
Keenan, Donald C.
;
Muller III, Walter J.
; …
- In:
The journal of real estate finance and economics
11
(
1995
)
1
,
pp. 5-36
Persistent link: https://www.econbiz.de/10007332432
Saved in:
3
Default Probabilities for Mortgages
Kau, James B.
;
Keenan, Donald C.
;
Kim, Taewon
- In:
Journal of urban economics
35
(
1994
)
3
,
pp. 278-296
Persistent link: https://www.econbiz.de/10006636466
Saved in:
4
An Option-Based Pricing Model of Private Mortgage Insurance
Kau, James B.
;
Keenan, Donald C.
;
Muller III, Walter J.
- In:
The journal of risk and insurance : the journal of the …
60
(
1993
)
2
,
pp. 288-299
Persistent link: https://www.econbiz.de/10006225298
Saved in:
5
FEATURE ARTICLES - 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/10006178129
Saved in:
6
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:
7
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)
Kau, James B.
;
Keenan, Donald C.
;
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
39
(
2009
)
2
,
pp. 107-117
Persistent link: https://www.econbiz.de/10008273922
Saved in:
8
A FIXED-RATE MORTGAGE VALUATION MODEL IN THREE STATE VARIABLES - This article investigates the effect of a two-factor interest rate process on the value of the mortgage and its inherent options including the right to default. Our complete three-state model for a mortgage derivative asset is used to make comparisons with the standard two-state model with the option to default or prepay. With slight ...
Brunson, Andrew L.
;
Kau, James B.
;
Keenan, Donald C.
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10007172438
Saved in:
9
An Option-Theoretic Model of Catastrophes Applied to Mortgage Insurance
Kau, James B.
;
Keenan, Donald C.
- In:
The journal of risk and insurance : the journal of the …
63
(
1996
)
4
,
pp. 639-656
Persistent link: https://www.econbiz.de/10007319087
Saved in:
10
Reduced Form Mortgage Pricing as an Alternative to Option-Pricing Models
Kau, James B.
;
Keenan, Donald C.
;
Smurov, Alexey A.
- In:
The journal of real estate finance and economics
33
(
2006
)
3
,
pp. 183-196
Persistent link: https://www.econbiz.de/10007379428
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