Narrow search
Showing 1 - 10 of 10
Cover Image
Pricing default risk in mortgages
Epperson, James F.; Kau, James B.; Keenan, Donald C.; … - 1984
Persistent link: https://www.econbiz.de/10001443834
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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