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~subject:"Hypothek"
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Valuing prepayment and default...
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Hypothek
Mortgage
39
Theorie
34
Theory
34
Vereinigte Staaten
33
Option pricing theory
22
Optionspreistheorie
22
USA
20
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18
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11
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11
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10
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10
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4
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Kau, James B.
37
Keenan, Donald C.
26
Lyubimov, Constantine
6
Munneke, Henry J.
6
Fang, Lu
3
Slawson, Jr., V. Carlos
3
Slawson, V. Carlos
3
Smurov, Alexey A.
3
Epperson, James F.
2
Eriksen, Michael D.
2
Li, Xiaowei
2
Muller, Walter J.
2
Sanders, Anthony B.
2
Brunson, Andrew L.
1
Heinen, Andréas
1
Kim, Mi Lim
1
Kim, Taewon
1
Peters, Luke C.
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Yildirim, Yildiray
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The journal of real estate finance and economics
12
Journal of banking & finance
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Working paper series / Fisher Center for Real Estate and Urban Economics, Institute of Business and Economic Research, University of California
2
Fisher College of Business working paper series
1
Journal of financial services research : JFSR
1
Journal of housing economics
1
Journal of money, credit and banking : JMCB
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Regional science & urban economics
1
Symposium on catastrophic risk
1
The journal of business : B
1
The journal of fixed income
1
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ECONIS (ZBW)
39
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1
Frictions, heterogeneity and optimality in mortgage modeling
Kau, James B.
;
Slawson, V. Carlos
- In:
The journal of real estate finance and economics
24
(
2002
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10001697880
Saved in:
2
Taxes, points and rationality in the mortgage market
Kau, James B.
;
Keenan, Donald C.
-
1984
Persistent link: https://www.econbiz.de/10001443828
Saved in:
3
Pricing default risk in mortgages
Epperson, James F.
;
Kau, James B.
;
Keenan, Donald C.
; …
-
1984
Persistent link: https://www.econbiz.de/10001443834
Saved in:
4
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:
5
The valuation and securitization of commercial and multifamily mortgages
Kau, James B.
(
contributor
)
- In:
Journal of banking & finance
11
(
1987
)
3
,
pp. 355-546
Persistent link: https://www.econbiz.de/10001267298
Saved in:
6
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:
7
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:
8
Option theory and floating-rate securities with a comparison of adjustable- and fixed-rate mortgages
Kau, James B.
(
contributor
)
- In:
The journal of business : B
66
(
1993
)
4
,
pp. 595-618
Persistent link: https://www.econbiz.de/10001159930
Saved in:
9
A generalized valuation model for fixed-rate residential mortgages
Kau, James B.
(
contributor
)
- In:
Journal of money, credit and banking : JMCB
24
(
1992
)
3
,
pp. 279-299
Persistent link: https://www.econbiz.de/10001128421
Saved in:
10
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
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