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~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:"Zinsstruktur"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-backed securities
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Benzschawel, Terry
Broll, Udo
Fabozzi, Frank J.
Hayre, Lakhbir S.
Kritzman, Mark
Martellini, Lionel
Cantor, Richard
8
Goodman, Laurie Sharon
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Das, Sanjiv R.
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Ho, Thomas S. Y.
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Jahrbücher für Nationalökonomie und Statistik
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of fixed income
The handbook of fixed income securities
10
Valuation, financial modeling, and quantitative tools
9
The journal of portfolio management : a publication of Institutional Investor
7
Financial markets and instruments
5
Investment management and financial management
5
Applied economics
4
Applied financial economics
4
Finance research letters
4
International journal of theoretical and applied finance
4
Journal of banking & finance
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
Computational economics
3
European financial management : the journal of the European Financial Management Association
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of economic dynamics & control
3
The handbook of mortgage-backed securities
3
The journal of fixed income : JFI
3
The journal of structured finance
3
Annals of finance
2
Economics letters
2
Emerging markets review
2
European journal of operational research : EJOR
2
Handbook of financial markets : securities, options and futures
2
Journal of empirical finance
2
Journal of international money and finance
2
Portuguese economic journal
2
Review of quantitative finance and accounting
2
Risk assessment : decisions in banking and finance
2
Schmalenbach business review : sbr
2
The handbook of European structured financial products
2
The handbook of municipal bonds
2
The journal of alternative investments
2
The journal of portfolio management : JPM
2
The review of financial studies
2
Advances in futures and options research : a research annual
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics letters
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
A binomial-tree model for convertible bond pricing
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 79-94
Persistent link: https://www.econbiz.de/10009711223
Saved in:
10
Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10009532112
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