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Analysis of cleanup calls
Gauthier, Laurent
- In:
The handbook of mortgage-backed securities
,
(pp. 997-1005)
.
2006
Persistent link: https://www.econbiz.de/10003274085
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2
Market-implied losses and non-agency subordinated MBS
Gauthier, Laurent
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001782462
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3
Another look at home equity loan prepayments
Gauthier, Laurent
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 51-57
Persistent link: https://www.econbiz.de/10001580722
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4
Informed opportunistic trading and price optimal control
Gauthier, Laurent
- In:
International journal of theoretical and applied finance
6
(
2003
)
1
,
pp. 31-55
Persistent link: https://www.econbiz.de/10001769113
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5
Explaining complexity in actual securitization structures : an epistemic pitfall in corporate finance
Gauthier, Laurent
- In:
The journal of fixed income : JFI
33
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10014310208
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6
Securitization economics : deconstructing the economic foundations of asset securitization
Gauthier, Laurent
-
2020
Persistent link: https://www.econbiz.de/10012602725
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7
American Parisian options
Chesney, Marc
;
Gauthier, Laurent
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 475-506
Persistent link: https://www.econbiz.de/10003405643
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8
Mortgage credit quantified
Zimmerman, Thomas
;
Gauthier, Laurent
- In:
The handbook of mortgage-backed securities
,
(pp. 951-977)
.
2006
Persistent link: https://www.econbiz.de/10003274080
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9
Jumbo hybrid ARM securities : a comprehensive introduction
Chaudhary, Sharad
;
Gauthier, Laurent
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 64-77
Persistent link: https://www.econbiz.de/10001701722
Saved in:
10
Noisy information and investment decisions : a note
Gauthier, Laurent
;
Morellec, Erwan
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 201-209
Persistent link: https://www.econbiz.de/10001544360
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