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~isPartOf:"Discussion paper"
~isPartOf:"International finance discussion papers"
~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Staff reports / Federal Reserve Bank of New York"
~isPartOf:"The journal of fixed income"
~isPartOf:"The theory and practice of investment management"
~person:"Fabozzi, Frank J."
~subject:"Credit derivative"
~subject:"Stochastic process"
~subject:"USA"
~subject:"Unternehmensanleihe"
~subject:"Zinsstruktur"
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Fabozzi, Frank J.
Chiarella, Carl
11
Mönch, Emanuel
11
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8
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8
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8
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7
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3
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Discussion paper
International finance discussion papers
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Staff reports / Federal Reserve Bank of New York
The journal of fixed income
The theory and practice of investment management
The handbook of fixed income securities
4
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4
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2
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1
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The Frank J. Fabozzi series
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Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
2
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
3
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
4
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
5
Monetary policy and interest rate factors
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Henderson, Brian J.
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 63-70
Persistent link: https://www.econbiz.de/10003893446
Saved in:
6
Predictability in the shape of the term structure of interest rates
Fabozzi, Frank J.
;
Martellini, Lionel
;
Priaulet, Philippe
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10003018774
Saved in:
7
Yield measures and foreward rates
Fabozzi, Frank J.
;
Mann, Steven V.
- In:
The theory and practice of investment management
,
(pp. 525-548)
.
2002
Persistent link: https://www.econbiz.de/10001730102
Saved in:
8
Impact of different interest rate models on bond value measures
Buetow, Gerald W.
;
Hanke, Bernd
;
Fabozzi, Frank J.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 41-53
Persistent link: https://www.econbiz.de/10001706063
Saved in:
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