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Dynamic option adjusted spread...
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Mortgage
Optionspreistheorie
14,730
Option pricing theory
14,272
Hypothek
8,906
Theorie
4,645
Theory
4,502
Volatilität
3,923
Volatility
3,859
Stochastischer Prozess
3,244
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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
Asset-backed securities
1,783
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
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1,058
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Agarwal, Sumit
101
Willen, Paul
93
Gerardi, Kristopher
82
Fuster, Andreas
67
Hendershott, Patric H.
62
Chomsisengphet, Souphala
58
Wachter, Susan M.
56
Amromin, Gene
50
Bhutta, Neil
48
Deng, Yongheng
47
Li, Wenli
47
Adelino, Manuel
45
Tracy, Joseph S.
45
Frame, W. Scott
44
Piskorski, Tomasz
43
LaCour-Little, Michael
42
Pennington-Cross, Anthony
42
Campbell, John Y.
41
Seru, Amit
41
Passmore, Stuart Wayne
40
Ambrose, Brent William
38
Sanders, Anthony B.
38
Zadonsky, Georgy
38
Ben-David, Itzhak
37
Kau, James B.
37
Lambie-Hanson, Lauren
34
Van Order, Robert
34
Calem, Paul Seth
33
Stanton, Richard
33
An, Xudong
32
Garriga, Carlos
32
Justiniano, Alejandro
32
McCarthy, Yvonne
32
Tambalotti, Andrea
32
Fabozzi, Frank J.
31
McCann, Fergal
31
Primiceri, Giorgio E.
31
Ongena, Steven
30
Quigley, John M.
30
Ramadorai, Tarun
30
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Verband Deutscher Hypothekenbanken
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World Bank
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Federal Reserve Bank of Philadelphia
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Harvard University / Joint Center for Housing Studies
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Inter-American Development Bank
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Brookings Institution
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Center of Legal Competence
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Europäische Wirtschaftsgemeinschaft / Hypothekenverband
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Instituto Nacional de Estadística <Madrid>
3
Internationaler Währungsfonds
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Russian Presidential Academy of National Economy and Public Administration (RANEPA)
3
USA / Congress / House of Representatives / Committee on Banking, Finance and Urban Affairs / Subcommittee on Housing and Community Development
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USA / Office of Policy Development and Research
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American Enterprise Institute for Public Policy Research
2
American Real Estate and Urban Economics Association
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Basel Committee on Banking Supervision
2
Center for Economic Research <Tilburg>
2
Cowles Foundation for Research in Economics, Yale University
2
Department of Economics, University of Connecticut
2
Empirica, Gesellschaft für Struktur- und Stadtforschung <Bonn>
2
European Banking Authority
2
European Mortgage Federation
2
European University Institute / Department of Law
2
Europäische Kommission
2
Federal National Mortgage Association <Washington, DC> / Office of Housing Policy Research
2
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The journal of real estate finance and economics
275
NBER working paper series
200
Working paper / National Bureau of Economic Research, Inc.
175
NBER Working Paper
151
Journal of housing economics
140
Real estate economics : journal of the American Real Estate and Urban Economics Association
107
Finance and economics discussion series
83
Working papers / Federal Reserve Bank of Philadelphia, Research Department
81
Journal of banking & finance
73
Journal of urban economics
72
The real estate finance journal
72
The review of financial studies
66
The journal of fixed income
64
Journal of money, credit and banking : JMCB
60
Discussion paper / Centre for Economic Policy Research
55
The journal of real estate research
54
The journal of structured finance
51
FRB of Philadelphia Working Paper
50
Staff reports / Federal Reserve Bank of New York
49
Working paper
49
Journal of financial services research : JFSR
48
FEDS Working Paper
45
Working paper series / Fisher Center for Real Estate and Urban Economics, Institute of Business and Economic Research, University of California
44
Discussion papers / CEPR
43
IMF working papers
43
Journal of financial economics
40
Regional science & urban economics
39
Staff working papers / Bank of England
39
Applied economics
30
Bank of England Working Paper
29
Research technical papers
28
Working papers / Federal Reserve Bank of Atlanta
28
Journal of financial intermediation
27
The American economic review
27
The journal of finance : the journal of the American Finance Association
27
FRB of New York Staff Report
25
Financial stability notes
25
Working paper series / European Central Bank
25
CESifo working papers
24
Economic modelling
23
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ECONIS (ZBW)
8,730
RePEc
75
BASE
9
EconStor
7
ArchiDok
2
Showing
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8,823
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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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