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First-order calculus and option pricing

Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10010508100

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

Can "high costs" justify weak demand for the home equity conversion mortgage?

Davidoff, Thomas - In: The review of financial studies 28 (2015) 8, pp. 2364-2398

Persistent link: https://www.econbiz.de/10011401218

Irish mortgage default optionality

Connor, Gregory; Flavin, Thomas J. - 2013

Persistent link: https://www.econbiz.de/10010205188

Can 'High Costs' Justify Weak Demand for the Home Equity Conversion Mortgage?

Davidoff, Thomas - 2015

Home Equity Conversion Mortgages ("HECMs'') implicitly bundle put options on borrowers' homes with non-defaultable credit lines. Put proceeds are bequeathable and insure longevity and home prices. Credit use is elective, so the put's expected net present value bounds HECM's value to borrowers...

Persistent link: https://www.econbiz.de/10013036494