The Journal of Real Estate Finance and Economics, 32:1, 5–7, 2006 2006 Springer Science + Business Media, Inc. Manufactured in The Netherlands. Introduction: Maastricht-Cambridge Symposium 5Y7 June 2004 PIET EICHHOLTZ Maastricht University, Maastricht, Netherlands E-mail: p.eichholtz@berﬁn.unimaas.nl KANAK PATEL University of Cambridge, Cambridge, UK E-mail: firstname.lastname@example.org This Special Issue of The Journal of Real Estate Finance and Economics presents papers presented at the 5th Maastricht-Cambridge Symposium. The Limburg Institute of Financial Economics (LIFE) hosted this 5th Symposium, which was attended by 30 participants. This Symposium followed the same format as in previous years in covering a broad range of topics. Eleven papers were presented at the meeting in June 2004 and, after the normal refereeing process, five have been selected for publication in this Special Issue. Ashok Bardhan, Rasa Karapandza and Branko Urosevic ´ develop a new option- ˇ ˇ ˇ based method for the valuation of mortgage insurance contracts in an economy where agents are risk neutral. Kanak Patel and Prodromos Vlamis apply Black and Scholes (1973) and Merton (1974), and the KMV corporation framework to estimate the default probabilities of real estate companies in the UK. Lynn Fisher investigates the impact of equity of redemption institution on mortgage
The Journal of Real Estate Finance and Economics – Springer Journals
Published: Feb 1, 2006
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