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Valuing prepayment and default...
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The journal of real estate finance and economics
5
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4
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ECONIS (ZBW)
34
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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
A model for pricing securities dependent upon a real estate index
Buttimer, Richard J.
- In:
Journal of housing economics
6
(
1997
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10001217847
Saved in:
3
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:
4
Taxes, points and rationality in the mortgage market
Kau, James B.
;
Keenan, Donald C.
-
1984
Persistent link: https://www.econbiz.de/10001443828
Saved in:
5
Interest rates, inflation, and specification bias in housing models
Kau, James B.
;
Sirmans, G. Stacy
-
1984
Persistent link: https://www.econbiz.de/10001444061
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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