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~isPartOf:"Discussion paper"
~isPartOf:"International finance discussion papers"
~isPartOf:"Journal of financial economics"
~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:"Valuation, financial modeling, and quantitative tools"
~person:"Fabozzi, Frank J."
~subject:"Stochastic process"
~subject:"USA"
~subject:"Unternehmensanleihe"
~subject:"Zinsstruktur"
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Stochastic process
USA
Unternehmensanleihe
Zinsstruktur
Yield curve
11
Option pricing theory
4
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4
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3
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3
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11
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Fabozzi, Frank J.
Chiarella, Carl
11
Mönch, Emanuel
11
Crump, Richard K.
8
Durham, J. Benson
8
Platen, Eckhard
7
Schlögl, Erik
7
Eusepi, Stefano
6
Longstaff, Francis A.
6
Nikitopoulos, Christina Sklibosios
6
Bai, Jennie
5
Boyarchenko, Nina
5
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5
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5
Skeie, David
5
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4
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4
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4
Halberstadt, Arne
4
Ho, Thomas S. Y.
4
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4
Matsumura, Marco Shinobu
4
Moreira, Ajax
4
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3
Bekaert, Geert
3
Binsbergen, Jules H. van
3
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3
Eisenbach, Thomas M.
3
Filipović, Damir
3
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3
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Ilmanen, Antti
3
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3
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3
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3
Rocha, Katia
3
Russo, Vincenzo
3
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3
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3
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3
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Discussion paper
International finance discussion papers
Journal of financial economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Staff reports / Federal Reserve Bank of New York
The journal of fixed income
Valuation, financial modeling, and quantitative tools
The handbook of fixed income securities
4
Interest rate, term structure, and valuation modeling
2
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1
International journal of theoretical and applied finance
1
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1
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1
Review of quantitative finance and accounting
1
The Frank J. Fabozzi series
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ECONIS (ZBW)
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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
Yield curve risk measures
Fabozzi, Frank J.
;
Mann, Steven V.
-
2008
Persistent link: https://www.econbiz.de/10003765477
Saved in:
7
Improving guidelines for interest rate and credit derivatives
Kreider, Steven K.
;
Richard, Scott F.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765480
Saved in:
8
Yield curves and valuation lattices
Fabozzi, Frank J.
;
Kalotay, Andrew J.
;
Dorigan, Michael
-
2008
Persistent link: https://www.econbiz.de/10003765586
Saved in:
9
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
10
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:
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