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151
Valuation at origination of legal prepayment options embedded in 15-year German
mortgage
loans
Wosnitza, Jan Henrik
- In:
Credit and capital markets : Kredit und Kapital
51
(
2018
)
3
,
pp. 465-489
Persistent link: https://www.econbiz.de/10011948474
Saved in:
152
Fair valuation of
mortgage
insurance under stochastic default and interest rates
Wu, Yang-Che
;
Huang, Yi-Ting
;
Lin, Shih-kuei
;
Chuang, …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 433-447
Persistent link: https://www.econbiz.de/10011938144
Saved in:
153
The impact of Tenant diversification on spreads and default rates for Mortgages on retail properties
Ambrose, Brent William
;
Shafer, Michael T.
- In:
The journal of real estate finance and economics
56
(
2018
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011966493
Saved in:
154
Modeling loss given default with stochastic collateral
Frontczak, Robert
;
Rostek, Stefan
- In:
Economic modelling
44
(
2015
),
pp. 162-170
Persistent link: https://www.econbiz.de/10011326261
Saved in:
155
Sample selection bias in
mortgage
market credit risk modeling
Lozinskaia, Agatha
- In:
Financial econometrics and empirical market microstructure
,
(pp. 249-262)
.
2015
Persistent link: https://www.econbiz.de/10011326622
Saved in:
156
Valuation of
mortgage
insurance contracts with counterparty default risk : reduced-form approach
Chang, Chia-Chien
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
2
,
pp. 303-334
Persistent link: https://www.econbiz.de/10010393952
Saved in:
157
Pathways after default : what happens to distressed
mortgage
borrowers and their homes?
Chan, Sewin
;
Sharygin, Claudia
;
Been, Vicki
;
Haughwout, …
- In:
The journal of real estate finance and economics
48
(
2014
)
2
,
pp. 342-379
Persistent link: https://www.econbiz.de/10010396111
Saved in:
158
The effect of perceived lender characteristics and market conditions on strategic
mortgage
defaults
Seiler, Michael J.
- In:
The journal of real estate finance and economics
48
(
2014
)
2
,
pp. 256-270
Persistent link: https://www.econbiz.de/10010396130
Saved in:
159
Counting processes for retail default modeling
Kiefer, Nicholas Maximilian
;
Larson, C. Erik
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 45-72
Persistent link: https://www.econbiz.de/10011380103
Saved in:
160
Measuring final loss severity of defaulted RMBS
Hu, Jian
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 82-91
Persistent link: https://www.econbiz.de/10002682816
Saved in:
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