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Volumn 27, Issue 2, 2003, Pages 173-189

Asset-Backed Securitization in Singapore: Value of Embedded Buy-Back Options

Author keywords

Asset backed securitization; Buy back option; Option premiums

Indexed keywords


EID: 0038505780     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1024724319928     Document Type: Article
Times cited : (6)

References (12)
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  • 3
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    • The Expanding Frontiers of Asset Securitization
    • A. K. Bhattacharya, and F. J. Fabozzi (eds.). New Hope, Pennsylvania: Frank J. Fabozzi Associates
    • Bhattacharya, A. K., and F. J. Fabozzi. (1996). "The Expanding Frontiers of Asset Securitization." In A. K. Bhattacharya, and F. J. Fabozzi (eds.), Asset-Backed Securities (pp. 1-20). New Hope, Pennsylvania: Frank J. Fabozzi Associates.
    • (1996) Asset-Backed Securities , pp. 1-20
    • Bhattacharya, A.K.1    Fabozzi, F.J.2
  • 4
    • 84977731487 scopus 로고
    • The Valuation of Sequential Exchange Opportunities
    • Carr, P. (1988). "The Valuation of Sequential Exchange Opportunities," The Journal of Finance 43(5), 1235-1256.
    • (1988) The Journal of Finance , vol.43 , Issue.5 , pp. 1235-1256
    • Carr, P.1
  • 6
    • 0004006323 scopus 로고
    • Englewood Cliffs, New Jersey: Prentice-Hall, Inc
    • Cox, J. C., and M. Rubinstein. (1985). Options Markets. Englewood Cliffs, New Jersey: Prentice-Hall, Inc.
    • (1985) Options Markets
    • Cox, J.C.1    Rubinstein, M.2
  • 7
    • 1642466728 scopus 로고
    • London: Sweet and Maxwell Limited
    • Davies, F. R. (1986). Contract, 5th edn. London: Sweet and Maxwell Limited.
    • (1986) Contract, 5th Edn.
    • Davies, F.R.1
  • 8
    • 49249145468 scopus 로고
    • The Valuation of Compound Options
    • Geske, R. (1979). "The Valuation of Compound Options," Journal of Financial Economics 7, 63-81.
    • (1979) Journal of Financial Economics , vol.7 , pp. 63-81
    • Geske, R.1
  • 9
    • 0039544386 scopus 로고
    • The Valuation and Analysis of Adjustable Rate Mortgage
    • Kau, J. B., D. C. Keenan, W. J. III. Muller, and J. F. Epperson. (1990). "The Valuation and Analysis of Adjustable Rate Mortgage," Management Science 36(12), 1417-1431.
    • (1990) Management Science , vol.36 , Issue.12 , pp. 1417-1431
    • Kau, J.B.1    Keenan, D.C.2    Muller III, W.J.3    Epperson, J.F.4
  • 11
    • 0012064731 scopus 로고    scopus 로고
    • Asset Securitization in Singapore: A Tale of Three Vehicles
    • Ong, S. E., J. Ooi, and T. F. Sing. (2000). "Asset Securitization in Singapore: A Tale of Three Vehicles," Real Estate Finance 17(2), 47-56.
    • (2000) Real Estate Finance , vol.17 , Issue.2 , pp. 47-56
    • Ong, S.E.1    Ooi, J.2    Sing, T.F.3
  • 12
    • 1642507468 scopus 로고    scopus 로고
    • Valuation of Embedded Options in Asset-Backed Securitization in Singapore
    • National University of Singapore
    • Sing, T. F., and B. S. S. Tan. (2000). "Valuation of Embedded Options in Asset-Backed Securitization in Singapore." Working Paper of the Department of Real Estate, National University of Singapore.
    • (2000) Working Paper of the Department of Real Estate
    • Sing, T.F.1    Tan, B.S.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.