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A model for pricing securities dependent upon a real estate index

Buttimer, Richard J. - In: Journal of housing economics 6 (1997) 1, pp. 16-30

Persistent link: https://www.econbiz.de/10001217847

Commercial mortgage-backed securities

Sanders, Anthony B. - In: The handbook of fixed income securities, (pp. 615-628). 2005

Persistent link: https://www.econbiz.de/10003054726

Commercial mortgage-backed securities

Sanders, Anthony B. - In: The handbook of mortgage-backed securities, (pp. 1119-1132). 2006

Persistent link: https://www.econbiz.de/10003274100

Determinants of the value of call options on default-free bonds

Buser, Stephen Aubrey - In: The journal of business : B 63 (1990) 1

Persistent link: https://www.econbiz.de/10001274014

On the determinants of the value of call options on default-free bonds

Buser, Stephen Aubrey; Hendershott, Patric H.; Sanders, … - 1988

Persistent link: https://www.econbiz.de/10000754463

What is subordination about? : credit risk and subordination levels in commercial mortgage-backed securities (CMBS)

An, Xudong; Deng, Yongheng; Nichols, Joseph B.; … - In: The journal of real estate finance and economics 51 (2015) 2, pp. 231-253

Persistent link: https://www.econbiz.de/10011475084

On the Determinants of the Value of Call Options on Default-Free Bonds

Buser, Stephen Aubrey - 2008

Models of interest-dependent claims that imply similar term structures and levels of interest rate volatility also produce similar estimates of bond option values. This result is established for simple option forms with known closed-form solutions as well as for more complex options that require...

Persistent link: https://www.econbiz.de/10012774565

On the Determinants of the Value of Call Options on Default-Free Bonds

Buser, Stephen A. - 1988

Persistent link: https://www.econbiz.de/10012476537