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~subject:"Option pricing theory"
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Valuing prepayment and default...
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Option pricing theory
Hypothek
39
Mortgage
39
Theorie
34
Theory
34
Vereinigte Staaten
33
Optionspreistheorie
22
USA
20
United States
18
Interest rate
11
Zins
11
CAPM
10
Credit risk
10
Insolvency
10
Insolvenz
10
Kreditrisiko
10
Credit rating
9
Kreditwürdigkeit
9
Subprime financial crisis
9
Subprime-Krise
9
Asymmetric information
6
Asymmetrische Information
6
Estimation
6
Ethnic discrimination
6
Ethnische Diskriminierung
6
Hedging
6
Option trading
6
Optionsgeschäft
6
Schätzung
6
Volatility
6
Volatilität
6
Portfolio selection
5
Portfolio-Management
5
Stadtraum
5
Börsenkurs
4
Commodity derivative
4
Derivat
4
Derivative
4
Finance (Business Administration)
4
Immobilienpreis
4
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Free
3
Undetermined
1
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Article
21
Book / Working Paper
1
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Article in journal
21
Aufsatz in Zeitschrift
21
Language
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English
22
Author
All
Hilliard, Jimmy E.
13
Kau, James B.
9
Keenan, Donald C.
8
Hilliard, Jitka
6
Muller, Walter J.
3
Epperson, James F.
2
Ngo, Julie T. D.
2
Reis, Jorge
2
Schwartz, Adam
2
Slawson, V. Carlos
2
Arnold, Tom
1
Brunson, Andrew L.
1
Chance, Don M.
1
Hillebrand, Eric
1
Kelly, Austin
1
Kim, Taewon
1
Ni, Yinan
1
Smurov, Alexey A.
1
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The journal of real estate finance and economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Quantitative finance
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
American journal of agricultural economics
1
International journal of financial markets and derivatives
1
Journal of banking & finance
1
Journal of commodity markets : JCM
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial services research : JFSR
1
Symposium on catastrophic risk
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of financial research
1
The journal of fixed income
1
The journal of futures markets
1
Working paper series / Fisher Center for Real Estate and Urban Economics, Institute of Business and Economic Research, University of California
1
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ECONIS (ZBW)
22
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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
Pricing a class 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/10001196045
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
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:
6
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:
7
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
Saved in:
8
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/10001648335
Saved in:
9
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/10003395831
Saved in:
10
Time-varying mortgage prepayment penalties
Kelly, Austin
;
Slawson, V. Carlos
- In:
The journal of real estate finance and economics
23
(
2001
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001614622
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