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11 records from EconBiz based on author Name
1. Departments - Legal Brief - Litigation: A Credit Manager's Last Resort
Epperson, James F.;2000
2. Departments - Job Site - Louisiana Lien Law Change
Epperson, James F.; White III, Francis R.;1999
3. The Valuation at Origination of Fixed Rate Mortgages with Default and Prepayment
abstractThis paper develops a model to rationally price fixed rate mortgages, using the arbitrage principles of option pricing theory. The paper incorporates amortization, prepayment and default in valuing the mortgage. Having completely specified the model, numerical procedures value the different features of the mortgage contract under a variety of economic conditions. The necessity of having both the interest rate and the house price as explanatory variables, due to the interaction of default and prepayment, is demonstrated. The numerical solutions presented center around mortgage pricing at origination. Thus, variations in the equilibrium contract rate are examined for differing economic conditions and changes in the contract. Finally, by presenting a complete model, the paper yields insights for the existence of common institutional practices
Kau, James B.; Keenan, Donald C.; Muller, Walter J.; Epperson, James F.;1998
4. Pricing default risk in mortgages
Epperson, James F.; Kau, James B.; Keenan, Donald C.; Muller, Walter J.;1984
5. The valuation at origination of fixed-rate mortgages with default and prepayment
Kau, James B.; Keenan, Donald C.; Muller, Walter J.; Epperson, James F.;1995
Type: Aufsatz in Zeitschrift; Article in journal;
6. The Valuation of Origination of Fixed-Rate Mortgages with Default and Prepayment
Kau, James B.; Keenan, Donald C.; Muller III, Walter J.; Epperson, James F.;1995
7. Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages
Kau, James B.; Keenan, Donald C.; Muller III, Walter J.; Epperson, James F.;1993
8. The Valuation and Analysis of Adjustable Rate Mortgages
Kau, James B.; Keenan, Donald C.; Muller, Walter J.; Epperson, James F.;1990
Availability: Link
Citations: 40 (based on OpenCitations)
9. The valuation and securitization of commercial and multifamily mortgages
Kau, James B.; Keenan, Donald C.; Muller, Walter III; Epperson, James F.;1987
Availability: Link
10. Pricing Default Risk in Mortgages
Epperson, James F.; Kau, James B.; Keenan, Donald C.; Muller, Walter J.;1985