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Pricing mortgage default and foreclosure delay

Ambrose, Brent William - In: Journal of money, credit and banking : JMCB 29 (1997) 3, pp. 314-325

Persistent link: https://www.econbiz.de/10001226636

Embedded options in the mortgage contract

Ambrose, Brent William; Buttimer, Richard J. - In: The journal of real estate finance and economics 21 (2000) 2, pp. 95-111

Persistent link: https://www.econbiz.de/10001524190

The adjustable balance mortgage : reducing the value of the put

Ambrose, Brent William; Buttimer, Richard J. - In: Real estate economics : journal of the American Real … 40 (2012) 3, pp. 536-565

Persistent link: https://www.econbiz.de/10009655161

The financial crisis : imperfect markets and imperfect regulation

Buttimer, Richard J. - In: Journal of financial economic policy 3 (2011) 1, pp. 12-32

Persistent link: https://www.econbiz.de/10009158641

Cambridge-UNC Charlotte Symposium 2007 Real Estate Risk Management and Property Derivatives

Buttimer, Richard J.; Patel, Kanaklata - In: The journal of real estate finance and economics 37 (2008) 3, pp. 187-189

Persistent link: https://www.econbiz.de/10003766642

Valuing US and Canadian mortgage servicing rights with default and prepayment

Buttimer, Richard J.; Lin, Che-Chun - In: Journal of housing economics 14 (2005) 3, pp. 194-211

Persistent link: https://www.econbiz.de/10003196426

An approximation approach for valuing reverse mortgages

Tsay, Jing-Tang; Lin, Che-Chun; Prather, Larry J.; … - In: Journal of housing economics 25 (2014), pp. 39-52

Persistent link: https://www.econbiz.de/10010493281

The Adjustable Balance Mortgage : Reducing the Value of the Put

Ambrose, Brent William - 2009

We propose a new mortgage contract that endogenizes the risk of house price declines and thus minimizes default risk resulting from changes in the underlying asset value while still retaining contract rates near the cost of a standard fixed-rate mortgage. Our new mortgage recognizes that the...

Persistent link: https://www.econbiz.de/10013159764

The subprime crisis and its role in the financial crisis

Sanders, Anthony B. - In: Journal of housing economics 17 (2008) 4, pp. 254-261

Persistent link: https://www.econbiz.de/10003799701

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