Monte Carlo simulations for real estate valuation

M Hoesli, E Jani, A Bender - Journal of Property Investment & Finance, 2006 - emerald.com
Purpose–To address formally the issue of uncertainty in valuing real estate.
Design/methodology/approach–Monte Carlo simulations are used to incorporate the …

Contributions of The Journal of Fixed Income to MBS Analysis.

FJ Fabozzi - Journal of Fixed Income, 2022 - search.ebscohost.com
Over the past 31 years, The Journal of Fixed Income has published articles that were
primers about the structure and risk characteristics for the growing number of complex …

US–Swiss term structures and exchange rate dynamics

AC Inci - Global Finance Journal, 2007 - Elsevier
In this study, a multi-country nonlinear model is constructed to simultaneously estimate the
exchange rate dynamics and the term structure of interest rates in the US and in Switzerland …

[BOOK][B] Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates

H Pirotte - 1999 - dipot.ulb.ac.be
Currency and interest rate swaps are subject to a complex, two-sided default risk. Several
theoretical papers have addressed the problem of pricing swap credit risk. I propose a …