-
1
-
-
84977707224
-
The Crash of 87: Was It Expected? The Evidence from Options Markets
-
Bates, David, 1991, The Crash of 87: Was It Expected? The Evidence from Options Markets, Journal of Finance, 46: 1009-1044.
-
(1991)
Journal of Finance
, vol.46
, pp. 1009-1044
-
-
Bates, D.1
-
2
-
-
0016556816
-
Numerical Solution of a Diffusion Consumption Problem with a Free Boundary
-
Berger, A., M. Ciment, and J. Rogers, 1975, Numerical Solution of a Diffusion Consumption Problem with a Free Boundary, SIAM Journal of Numerical Analysis, 12: 646-672.
-
(1975)
SIAM Journal of Numerical Analysis
, vol.12
, pp. 646-672
-
-
Berger, A.1
Ciment, M.2
Rogers, J.3
-
3
-
-
84977388192
-
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates
-
Cox, J. C., J. E. Ingersoll, Jr., and S. A. Ross, 1981, A Re-examination of Traditional Hypotheses About the Term Structure of Interest Rates, Journal of Finance, 36: 769-799.
-
(1981)
Journal of Finance
, vol.36
, pp. 769-799
-
-
Cox, J.C.1
Ingersoll Jr., J.E.2
Ross, S.A.3
-
4
-
-
0001205798
-
A Theory of the Term Structure of Interest Rates
-
Cox, J. C., J. E. Ingersoll, Jr., and S. A. Ross, 1985, A Theory of the Term Structure of Interest Rates, Econometrica, 53: 385-407.
-
(1985)
Econometrica
, vol.53
, pp. 385-407
-
-
Cox, J.C.1
Ingersoll Jr., J.E.2
Ross, S.A.3
-
5
-
-
84977325646
-
Valuation of GNMA Mortgage-Backed Securities
-
Dunn, K. and J. J. McConnell, 1981, Valuation of GNMA Mortgage-Backed Securities, Journal of Finance, 36: 599-617.
-
(1981)
Journal of Finance
, vol.36
, pp. 599-617
-
-
Dunn, K.1
McConnell, J.J.2
-
6
-
-
1542677404
-
At Risk: A Survey of Insurance
-
December 3-9
-
The Economist, 1994, At Risk: A Survey of Insurance, December 3-9: 67.
-
(1994)
The Economist
, pp. 67
-
-
-
8
-
-
0002672351
-
Option Arbitrage and Strategy with Large Price Changes
-
Jones, E. P., 1984, Option Arbitrage and Strategy with Large Price Changes, Journal of Financial Economics, 13: 91-113.
-
(1984)
Journal of Financial Economics
, vol.13
, pp. 91-113
-
-
Jones, E.P.1
-
9
-
-
84984035063
-
Transaction Costs, Suboptimal Termination, and Default Probabilities for Mortgages
-
Kau, J. B., D. C. Keenan, and T. Kim, 1993, Transaction Costs, Suboptimal Termination, and Default Probabilities for Mortgages, Journal of the American Real Estate and Urban Economics Association, 21: 247-263.
-
(1993)
Journal of the American Real Estate and Urban Economics Association
, vol.21
, pp. 247-263
-
-
Kau, J.B.1
Keenan, D.C.2
Kim, T.3
-
10
-
-
0000052982
-
Default Probabilities for Mortgages
-
Kau, J. B., D. C. Keenan, and T. Kim, 1994, Default Probabilities for Mortgages, Journal of Urban Economics, 35: 278-296.
-
(1994)
Journal of Urban Economics
, vol.35
, pp. 278-296
-
-
Kau, J.B.1
Keenan, D.C.2
Kim, T.3
-
11
-
-
0011342196
-
An Option-Based Pricing Model of Private Mortgage Insurance
-
Kau, J. B., D. C. Keenan, and W. J. Muller, III, 1993, An Option-Based Pricing Model of Private Mortgage Insurance, Journal of Risk and Insurance, 60: 288-299.
-
(1993)
Journal of Risk and Insurance
, vol.60
, pp. 288-299
-
-
Kau, J.B.1
Keenan, D.C.2
Muller III, W.J.3
-
12
-
-
21344483350
-
Option Theory and Floating Rate Securities with a Comparison of Adjustable and Fixed Rate Mortgages
-
Kau, J. B., D. C. Keenan, W. J. Muller, III, and J. Epperson, 1993, Option Theory and Floating Rate Securities with a Comparison of Adjustable and Fixed Rate Mortgages, Journal of Business, 66: 595-618.
-
(1993)
Journal of Business
, vol.66
, pp. 595-618
-
-
Kau, J.B.1
Keenan, D.C.2
Muller III, W.J.3
Epperson, J.4
-
13
-
-
0013590254
-
The Valuation at Origination of Fixed Rate Mortgages with Default and Prepayment
-
Kau, J. B., D. C. Keenan, W. J. Muller, III, and J. Epperson, 1995, The Valuation at Origination of Fixed Rate Mortgages with Default and Prepayment, Journal of Real Estate Finance and Economics, 11: 5-36.
-
(1995)
Journal of Real Estate Finance and Economics
, vol.11
, pp. 5-36
-
-
Kau, J.B.1
Keenan, D.C.2
Muller III, W.J.3
Epperson, J.4
-
15
-
-
34248474317
-
Option Pricing When Underlying Stock Returns Are Discontinuous
-
Merton, R., 1976, Option Pricing When Underlying Stock Returns Are Discontinuous, Journal of Financial Economics, 3: 125-144.
-
(1976)
Journal of Financial Economics
, vol.3
, pp. 125-144
-
-
Merton, R.1
-
17
-
-
84977701086
-
Valuing Commercial Mortgages: An Empirical Investigation of the Contingent Claims Approach to Pricing Risky Debt
-
Titman, S. and W. Torous, 1989, Valuing Commercial Mortgages: An Empirical Investigation of the Contingent Claims Approach to Pricing Risky Debt, Journal of Finance, 44: 345-373.
-
(1989)
Journal of Finance
, vol.44
, pp. 345-373
-
-
Titman, S.1
Torous, W.2
|