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Dynamic option adjusted spread...
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Asset-backed securities
Optionspreistheorie
14,730
Option pricing theory
14,272
Hypothek
8,906
Mortgage
8,823
Theorie
4,645
Theory
4,502
Volatilität
3,923
Volatility
3,859
Stochastischer Prozess
3,244
Stochastic process
3,194
USA
3,088
United States
2,997
Optionsgeschäft
2,862
Option trading
2,845
Derivat
2,583
Derivative
2,577
Kreditrisiko
2,264
Credit risk
2,232
Asset-Backed Securities
1,791
Immobilienfinanzierung
1,531
Real estate finance
1,519
Immobilienpreis
1,508
Real estate price
1,485
Schätzung
1,354
Estimation
1,324
Portfolio-Management
1,305
Finanzkrise
1,300
Financial crisis
1,291
Hedging
1,291
Portfolio selection
1,291
Zins
1,161
Interest rate
1,153
CAPM
1,137
Black-Scholes-Modell
1,098
Zinsstruktur
1,074
Yield curve
1,063
Insolvenz
1,060
Insolvency
1,058
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1,047
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Fabozzi, Frank J.
47
Acharya, Viral V.
24
Goodman, Laurie Sharon
19
Gorton, Gary
17
Sanders, Anthony B.
16
Longstaff, Francis A.
15
Vink, Dennis
15
Song, Zhaogang
14
Ashcraft, Adam B.
13
Choudhry, Moorad
13
Passmore, Stuart Wayne
13
Adelson, Mark
12
Cordell, Larry
12
Krishnamurthy, Arvind
12
Phelan, Gregory
12
Sherlund, Shane M.
12
Stanton, Richard
12
Strahan, Philip E.
12
Nadauld, Taylor D.
11
Schnabl, Philipp
11
Bhattacharya, Anand K.
10
Deng, Yongheng
10
Efing, Matthias
10
He, Jie
10
Nichols, Joseph B.
10
Qian, Jun
10
An, Xudong
9
Jobst, Andreas A.
9
Vickery, James
9
Chernenko, Sergey
8
Fuster, Andreas
8
Hancock, Diana
8
Jarrow, Robert A.
8
Kara, Alper
8
Mason, Joseph R.
8
Rösch, Daniel
8
Suárez, Gustavo A.
8
Wallace, Nancy E.
8
Yorulmazer, Tanju
8
Berliner, William S.
7
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National Bureau of Economic Research
28
Frank J. Fabozzi Associates <New Hope, Pa.>
4
Schweizer Börse
2
Bank of England
1
CFA Institute <Charlottesville, Va.>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Integrated Financial Engineering, Inc. <Rockville, Md.>
1
International Monetary Fund
1
Josef Eul Verlag GmbH
1
Logos Verlag Berlin
1
Malaysia / Suruhanjaya Sekuriti
1
Martin-Luther-Universität Halle-Wittenberg / Institut für Wirtschaftsrecht
1
Pennsylvania Bar Institute
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
The Wharton Financial Institutions Center
1
USA / Office of Policy Development and Research
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
Urban Land Institute <Washington, DC>
1
World Bank Group
1
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The journal of structured finance
150
The journal of fixed income
35
Working paper / National Bureau of Economic Research, Inc.
34
NBER working paper series
28
NBER Working Paper
25
Finance and economics discussion series
24
Journal of financial economics
24
The definitive guide to CDOs : market, application, valuation and hedging
22
The journal of real estate finance and economics
22
The review of financial studies
21
The handbook of mortgage-backed securities
18
Journal of banking & finance
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
15
Discussion paper / Centre for Economic Policy Research
14
The handbook of European structured financial products
14
The journal of finance : the journal of the American Finance Association
14
International journal of theoretical and applied finance
12
The real estate finance journal
12
Staff reports / Federal Reserve Bank of New York
11
The journal of credit risk : published quarterly by Incisive Media
11
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
11
Working papers / Financial Institutions Center
10
Research paper series / Swiss Finance Institute
9
FEDS Working Paper
8
FRB of New York Staff Report
8
International finance discussion papers
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
SpringerLink / Bücher
8
Working papers / Federal Reserve Bank of Philadelphia, Research Department
8
CFS working paper series
7
Economic policy review
7
Financial markets and instruments
7
Journal of financial intermediation
7
Swiss Finance Institute Research Paper
7
The handbook of fixed income securities
7
Wiley finance
7
Williams College Economics Department working paper series
7
Applied financial economics
6
Die Bank
6
Fisher College of Business working paper series
6
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ECONIS (ZBW)
1,773
RePEc
10
Showing
1
-
10
of
1,783
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relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mortgage
termination : an empirical hazard model with a stochastic term structure
Deng, Yongheng
- In:
The journal of real estate finance and economics
14
(
1997
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10001222221
Saved in:
2
Convergence studies on Monte Carlo methods for pricing
mortgage
-backed securities
Pang, Tao
;
Yang, Yipeng
;
Zhao, Dai
- In:
International Journal of Financial Studies : open …
3
(
2015
)
2
,
pp. 136-150
pricing complex instruments, like
mortgage
-backed securities (MBS), strong path-dependency and high dimensionality make the …
Persistent link: https://www.econbiz.de/10011308463
Saved in:
3
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
Saved in:
4
Dynamic option adjusted spread and the value of
mortgage
backed securities
Cerrato, Mario
;
Djennad, Abdelmadjid
-
2009
Persistent link: https://www.econbiz.de/10003839283
Saved in:
5
The value of
mortgage
prepayment and default options
Chen, Yong
;
Connolly, Michael B.
;
Tang, Wenjin
;
Su, Tie
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 840-861
Persistent link: https://www.econbiz.de/10003900917
Saved in:
6
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
Saved in:
7
Understanding
Mortgage
Spreads
Boyarchenko, Nina
;
Fuster, Andreas
;
Lucca, David O.
-
2014
Spreads of agency
mortgage
-backed securities (MBS) vary significantly in the cross section and over time, but the …
Persistent link: https://www.econbiz.de/10010404146
Saved in:
8
Valuing the defeasance option in securitized commercial mortgages
Dierker, Martin Johannes
;
Quan, Daniel C.
;
Torous, Walter N.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 663-680
Persistent link: https://www.econbiz.de/10003381313
Saved in:
9
Convergence Studies on Monte Carlo Methods for Pricing
Mortgage
-Backed Securities
Pang, Tao
-
2016
pricing complex instruments, like
mortgage
-backed securities (MBS), strong path-dependency and high dimensionality make the …
Persistent link: https://www.econbiz.de/10012980138
Saved in:
10
Pricing Agency
Mortgage
Backed Securities Under Quadratic Gaussian Models
Bai, Xu
-
2014
Interest rate modeling is an integral part of the
mortgage
backed security (MBS) pricing mechanism. The particular …
Persistent link: https://www.econbiz.de/10013063732
Saved in:
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