Option-Adjusted Valuation is a valuation methodology that belongs to the class of financial modeling techniques and is distinguished by its explicit incorporation of embedded options and stochastic interest rate dynamics to adjust the value of securities, particularly fixed-income instruments, for both prepayment and market risk.
15
Publications
316
Citations
27
Authors
17
Institutions
Publications per year
2017–2026
3
Parents
Publications
15
1–5 of 15
Authors
27
- ÍA
2
h-index
- BS
2
h-index
- CV
2
h-index
- AD
2
h-index
- AL
2
h-index
1–5 of 27
Institutions
17
Universidade da Coruña
A Coruña, Spain
2 h-index
6 publications
156 citations
Davidson College
Davidson, United States
1 h-index
2 publications
76 citations
University of Nottingham
Nottingham, United Kingdom
1 h-index
2 publications
86 citations
Fordham University
New York, United States
1 h-index
1 publications
10 citations
Comenius University Bratislava
Bratislava, Slovakia
1 h-index
1 publications
25 citations
The University of Sydney
Sydney, Australia
1 h-index
1 publications
14 citations
Thomas University
Thomasville, United States
1 h-index
1 publications
27 citations
University of Auckland
Auckland, New Zealand
1 h-index
1 publications
14 citations
1–8 of 17
Venues
- The Journal of Portfolio Management
JPM · 2 publications · 50 citations
2
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- The Journal of Real Estate Finance and Economics
2 publications · 54 citations
2
h-index
- Computers & Mathematics with Applications
1 publications · 25 citations
1
h-index
- Financial Analysts Journal
FAJ · 1 publications · 35 citations
1
h-index
- Journal of Banking & Finance
1 publications · 14 citations
1
h-index
1–5