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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"
~person:"Fabozzi, Frank J."
~person:"Ilmanen, Antti"
~subject:"Stochastic process"
~subject:"USA"
~subject:"Unternehmensanleihe"
~subject:"Zinsstruktur"
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Search: subject_exact:"Zinsstrukturmodell"
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Stochastic process
USA
Unternehmensanleihe
Zinsstruktur
Yield curve
10
Anleihe
3
Bond
3
Option pricing theory
3
Optionspreistheorie
3
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3
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10
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Fabozzi, Frank J.
Ilmanen, Antti
Chiarella, Carl
11
Mönch, Emanuel
11
Crump, Richard K.
8
Durham, J. Benson
8
Platen, Eckhard
8
Filipović, Damir
7
Schlögl, Erik
7
Boyarchenko, Nina
6
Eusepi, Stefano
6
Longstaff, Francis A.
6
Nikitopoulos, Christina Sklibosios
6
Bai, Jennie
5
Kamin, Steven
5
Prisman, Eliezer Zeev
5
Skeie, David
5
Adrian, Tobias
4
Chernov, Mikhail
4
Eberlein, Ernst
4
Goldstein, Robert S.
4
Halberstadt, Arne
4
Ho, Thomas S. Y.
4
Lucca, David O.
4
Matsumura, Marco Shinobu
4
Moreira, Ajax
4
Ammer, John
3
Bekaert, Geert
3
Binsbergen, Jules H. van
3
Eisenbach, Thomas M.
3
Garbade, Kenneth D.
3
Gouriéroux, Christian
3
Heinemann, Friedrich
3
Jarrow, Robert A.
3
Kimmel, Robert
3
Koijen, Ralph S. J.
3
Levendorskij, Sergej Z.
3
Remolona, Eli M.
3
Rocha, Katia
3
Russo, Vincenzo
3
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Discussion paper
International finance discussion papers
Journal of financial economics
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 handbook of fixed income securities
4
Valuation, financial modeling, and quantitative tools
4
Interest rate, term structure, and valuation modeling
2
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of financial and quantitative analysis : JFQA
1
Review of quantitative finance and accounting
1
The Frank J. Fabozzi series
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income : JFI
1
The theory and practice of investment management
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Yale ICF Working Paper
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1
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
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:
8
Forecasting US bond returns
Ilmanen, Antti
- In:
The journal of fixed income
7
(
1997
)
1
,
pp. 22-37
Persistent link: https://www.econbiz.de/10001223525
Saved in:
9
Dynamics of the shape of the Yield curve
Ilmanen, Antti
- In:
The journal of fixed income
7
(
1997
)
2
,
pp. 47-60
Persistent link: https://www.econbiz.de/10001229962
Saved in:
10
Market rate expectations and forward rates
Ilmanen, Antti
- In:
The journal of fixed income
6
(
1996
)
2
,
pp. 8-22
Persistent link: https://www.econbiz.de/10001208655
Saved in:
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