//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Benzschawel, Terry"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Kritzman, Mark"
~person:"Martellini, Lionel"
~source:"econis"
~subject:"Asset-backed securities"
~subject:"CAPM"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Risk premium"
~subject:"Statistical distribution"
~subject:"Theorie"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 22 applied filters
Year of publication
From:
To:
Subject
All
Asset-backed securities
CAPM
Derivat
Kreditrisiko
Risk premium
Statistical distribution
Theorie
Zinsstruktur
Theory
15
Yield curve
10
Option pricing theory
8
Optionspreistheorie
8
USA
8
United States
8
Anleihe
7
Bond
7
Credit risk
6
Derivative
6
Hedging
6
Credit derivative
5
Kreditderivat
5
Portfolio selection
5
Portfolio-Management
5
Asset-Backed Securities
4
Credit rating
4
Hypothek
4
Insolvency
4
Insolvenz
4
Kreditwürdigkeit
4
Mortgage
4
Collateral
3
Kreditsicherung
3
Risikomanagement
3
Risk management
3
Cash Flow
2
Cash flow
2
Convertible bond
2
Corporate bond
2
Currency derivative
2
Estimation
2
Government securities
2
Inflation
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
35
Language
All
Bosnian
English
Author
All
Benzschawel, Terry
Broll, Udo
Fabozzi, Frank J.
Hayre, Lakhbir S.
Kritzman, Mark
Martellini, Lionel
Hull, John
11
White, Alan
11
Chen, Ren-Raw
9
Cantor, Richard
8
Das, Sanjiv R.
8
Goodman, Laurie Sharon
8
Jarrow, Robert A.
7
Chen, Son-nan
6
Ho, Thomas S. Y.
6
Kupiec, Paul H.
6
Rendleman, Richard J.
6
Schneeberger, Hans
6
Wu, Ting-pin
6
Dynkin, Lev
5
Wu, Chunchi
5
Bhanot, Karan
4
Boyle, Phelim P.
4
Curtillet, Jean-Christophe
4
Fridson, Martin S.
4
Hu, Jian
4
Ilmanen, Antti
4
Lai, Van Son
4
Liu, Sheen
4
Lucas, Douglas J.
4
Pichler, Eva
4
Poulsen, Rolf
4
Rich, Don R.
4
Rosenberg, Joshua V.
4
Wei, Jason
4
Auer, Ludwig von
3
Beliaeva, Natalia A.
3
Blanc-Brude, Frédéric
3
Byström, Hans N. E.
3
Crouhy, Michel
3
Dor, Arik Ben
3
Dowd, Kevin
3
Durham, J. Benson
3
more ...
less ...
Published in...
All
Jahrbücher für Nationalökonomie und Statistik
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of fixed income
Valuation, financial modeling, and quantitative tools
20
The journal of portfolio management : a publication of Institutional Investor
18
The handbook of fixed income securities
17
Investment management and financial management
13
Financial markets and instruments
10
International journal of theoretical and applied finance
9
The journal of portfolio management : JPM
8
Economics letters
7
Applied economics
5
Computational economics
5
Finance research letters
5
Journal of banking & finance
5
Journal of investment management : JOIM
5
The journal of fixed income : JFI
5
Applied financial economics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
Annals of operations research
3
Economic modelling
3
European financial management : the journal of the European Financial Management Association
3
European journal of operational research : EJOR
3
International economic journal
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of economic dynamics & control
3
Journal of economics
3
Journal of international money and finance
3
Review of international economics
3
Review of quantitative finance and accounting
3
The European journal of finance
3
The Indian journal of economics
3
The handbook of mortgage-backed securities
3
The handbook of municipal bonds
3
The journal of asset management
3
The journal of futures markets
3
The journal of structured finance
3
Advanced bond portfolio management : best practices in modeling and strategies
2
Annals of finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
2
Evolution of real estate derivatives and their pricing
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10012306146
Saved in:
3
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
4
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
5
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
6
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:
7
On the estimation of the SABR model's beta parameter : the role of hedging in determining the beta parameter
Zhang, Mengfei
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011687328
Saved in:
8
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:
9
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:
10
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->