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Mortgage option deltas
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Hypothek
63
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Goodman, Laurie Sharon
7
Fabozzi, Frank J.
6
Hayre, Lakhbir
4
Ho, Jeffrey
4
Koutmos, Gregory
3
Zhu, Jun
3
Carr, Peter
2
Chiluveru, Sudhir
2
Dynkin, Lev
2
Gauthier, Laurent
2
Hayre, Lakhbir S.
2
Heston, Steven L.
2
Ho, Thomas S. Y.
2
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2
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2
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2
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2
Russo, Vincenzo
2
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2
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1
An, Zhiyong
1
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1
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1
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1
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The journal of fixed income
International journal of theoretical and applied finance
498
The journal of futures markets
380
Journal of banking & finance
331
The journal of real estate finance and economics
306
NBER working paper series
279
Mathematical finance : an international journal of mathematics, statistics and financial theory
268
The journal of computational finance
256
Working paper / National Bureau of Economic Research, Inc.
250
Applied mathematical finance
248
The journal of derivatives : the official publication of the International Association of Financial Engineers
245
Finance and stochastics
234
Quantitative finance
206
NBER Working Paper
202
Review of derivatives research
186
Journal of economic dynamics & control
160
Finance research letters
156
European journal of operational research : EJOR
146
Journal of financial economics
145
Insurance / Mathematics & economics
144
The review of financial studies
143
Journal of housing economics
142
Computational economics
118
International journal of financial engineering
118
Real estate economics : journal of the American Real Estate and Urban Economics Association
117
Journal of mathematical finance
108
Finance and economics discussion series
106
Risks : open access journal
105
Research paper series / Swiss Finance Institute
104
The journal of finance : the journal of the American Finance Association
103
The North American journal of economics and finance : a journal of financial economics studies
95
Working paper
95
The European journal of finance
94
Discussion paper / Centre for Economic Policy Research
90
Journal of financial and quantitative analysis : JFQA
88
Asia-Pacific financial markets
85
Working papers / Federal Reserve Bank of Philadelphia, Research Department
82
Applied economics
78
Journal of urban economics
77
International review of economics & finance : IREF
75
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ECONIS (ZBW)
96
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1
Callable pass-throughs : exercise behavior
Goodman, Laurie
;
Ho, Jeffrey
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 49-56
Persistent link: https://www.econbiz.de/10001364564
Saved in:
2
Does implied volatility imply volatility - in bonds?
Bertonazzi, Eric P.
;
Maloney, Michael T.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 54-60
Persistent link: https://www.econbiz.de/10001706066
Saved in:
3
The performance of option-based default risk models on commercial mortgages : an empirical investigation
Liu, Yi-kang
;
Jabbour, George M.
;
Green, Richard K.
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 63-76
Persistent link: https://www.econbiz.de/10003628229
Saved in:
4
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:
5
Implementing an option-theoretic CMO valuation model with recent prepayment data
Singh, Manoj K.
- In:
The journal of fixed income
5
(
1996
)
4
,
pp. 45-55
Persistent link: https://www.econbiz.de/10001204425
Saved in:
6
Mortgage
prepayment float : pricing and risk analysis
Angbazo, Lazarus A.
(
contributor
)
- In:
The journal of fixed income
7
(
1998
)
4
,
pp. 83-93
Persistent link: https://www.econbiz.de/10001243517
Saved in:
7
The complexities of
mortgage
options
Prendergast, Joseph R.
- In:
The journal of fixed income
12
(
2002
)
4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10001774633
Saved in:
8
Delivery options in the pricing and hedging of treasury bond and note futures
Rendleman, Richard J.
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 20-31
Persistent link: https://www.econbiz.de/10002421445
Saved in:
9
A structural model for optimal selection of maturity and timing of callable bond issuance
Qian, Shengguang
;
Lakshmivarahan, S.
;
Stock, Duane R.
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10011684730
Saved in:
10
Interest rate future quality options and negative interest rates
Balbás de la Corte, Alejandro
;
Laborda, Ricardo
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 61-73
Persistent link: https://www.econbiz.de/10011905579
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