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Behavioral value adjustements
Bissiri, Matteo; Cogo, Riccardo - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-37
Persistent link: https://www.econbiz.de/10011787404
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Values of mortgages with top-up payment options
Lai, Rose Neng; Ong, Seow-eng; Sing, Tien-foo - In: International journal of theoretical and applied finance 9 (2006) 5, pp. 801-824
Persistent link: https://www.econbiz.de/10003379044
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An intensity-based approach to the valuation of mortgage contracts and computation of the endogenous mortgage rate
Goncharov, Yevgeny - In: International journal of theoretical and applied finance 9 (2006) 6, pp. 889-914
Persistent link: https://www.econbiz.de/10003380294
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Intensity-based models for pricing mortgage-backed securities with repayment risk under a CIR process
Wu, Sen; Jiang, Lishang; Liang, Jin - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10009624491
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Prepayment option of a perpetual corporate loan : the impact of the funding costs
Papin, Timothee; Turinici, Gabriel - In: International journal of theoretical and applied finance 17 (2014) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10010391495
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An option-theoretic prepayment model for mortgages and mortgage-backed securities
Kalotay, Andrew J.; Yang, Deane; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 7 (2004) 8, pp. 949-978
Persistent link: https://www.econbiz.de/10002476213
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On the pricing of an islamic convertible mortage for infrastructure project financing
Ebrahim, Muhammed Shahid; Khan, Tariqullah - In: International journal of theoretical and applied finance 5 (2002) 7, pp. 701-728
Persistent link: https://www.econbiz.de/10001743239
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One- and multi-factor valuation of mortgages : computational problems and shortcuts
Levin, Alexander - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 441-469
Persistent link: https://www.econbiz.de/10001438712
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Restructuring counterparty credit risk
Albanese, Claudio; Brigo, Damiano; Oertel, Frank - In: International journal of theoretical and applied finance 16 (2013) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
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Pricing equations in jump-to-default models
Dyrssen, Hannah; Ekström, Erik; Tysk, Johan - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-13
Persistent link: https://www.econbiz.de/10010364757