Richard Stanton Haas School of Business mortgage markets, prepayment modeling, valuation, hedging, term structure modeling valuation of derivative securities, application of non-parametric estimation techniques, pricing of derivatives
Nancy Wallace Haas School of Business housing price indices, real estate price dynamics, mortgage valuation models: prepayment and default, mortgage contract design, mortgage backed security trading and valuation, executive stock option valuation, and energy efficient mortgage underwriting, and climate risk
Richard Stanton
