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~subject:"Option pricing theory"
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Option pricing theory
Theorie
65
Theory
64
Mortgage
39
Hypothek
38
Vereinigte Staaten
25
Risk aversion
19
Risikoaversion
18
Expected utility
12
Insolvency
11
Insolvenz
11
USA
11
Credit risk
10
Erwartungsnutzen
10
Interest rate
10
Kreditrisiko
10
Zins
10
Credit rating
9
Kreditwürdigkeit
9
Optionspreistheorie
9
Subprime financial crisis
9
Subprime-Krise
9
United States
9
Default
8
Immobilienpreis
7
Real estate price
7
CAPM
6
Ethnic discrimination
6
Ethnische Diskriminierung
6
Risiko
6
Risikopräferenz
6
Risk
6
Risk attitude
6
Allgemeines Gleichgewicht
5
General equilibrium
5
Stadtraum
5
Asymmetric information
4
Gleichgewichtstheorie
4
Immobilienfinanzierung
4
Immobilienmarkt
4
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8
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1
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8
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8
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English
9
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Kau, James B.
9
Keenan, Donald C.
7
Muller, Walter J.
3
Epperson, James F.
2
Hilliard, Jimmy E.
2
Slawson, V. Carlos
2
Brunson, Andrew L.
1
Kim, Taewon
1
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The journal of real estate finance and economics
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Journal of financial services research : JFSR
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
Symposium on catastrophic risk
1
The journal of fixed income
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)
9
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1
Pricing default risk in mortgages
Epperson, James F.
;
Kau, James B.
;
Keenan, Donald C.
; …
-
1984
Persistent link: https://www.econbiz.de/10001443834
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Valuing prepayment and default in a fixed-rate mortgage : a bivariate binominal options pricing technique
Hilliard, Jimmy E.
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
3
,
pp. 431-468
Persistent link: https://www.econbiz.de/10001249229
Saved in:
9
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:
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