//--> //--> //--> //-->
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:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Benzschawel, Terry"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Lai, Van Son"
~source:"econis"
~subject:"Asset-backed securities"
~subject:"CAPM"
~subject:"Derivat"
~subject:"Insolvency"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Risk premium"
~subject:"Statistical distribution"
~subject:"Theorie"
~subject:"Unternehmensanleihe"
~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
| 21 applied filters
Year of publication
From:
To:
Subject
All
Asset-backed securities
CAPM
Derivat
Insolvency
Kreditrisiko
Kreditsicherung
Risk premium
Statistical distribution
Theorie
Unternehmensanleihe
Theory
10
Yield curve
9
Zinsstruktur
9
USA
8
United States
8
Credit risk
7
Anleihe
6
Bond
6
Credit derivative
5
Credit rating
5
Kreditderivat
5
Kreditwürdigkeit
5
Asset-Backed Securities
4
Hypothek
4
Insolvenz
4
Mortgage
4
Option pricing theory
4
Optionspreistheorie
4
Portfolio selection
4
Portfolio-Management
4
Collateral
3
Estimation
3
Schätzung
3
Cash Flow
2
Cash flow
2
Convertible bond
2
Corporate bond
2
Derivative
2
Modellierung
2
Risikomanagement
2
Risikoprämie
2
Risk management
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
22
Language
All
Bosnian
English
Author
All
Benzschawel, Terry
Broll, Udo
Fabozzi, Frank J.
Hayre, Lakhbir S.
Lai, Van Son
Cantor, Richard
9
Goodman, Laurie Sharon
9
Chen, Ren-Raw
8
Das, Sanjiv R.
7
Dynkin, Lev
7
Dor, Arik Ben
5
Wu, Chunchi
5
Fridson, Martin S.
4
Helwege, Jean
4
Ho, Thomas S. Y.
4
Hu, Jian
4
Jarrow, Robert A.
4
Liu, Sheen
4
Lucas, Douglas J.
4
Martellini, Lionel
4
Bhanot, Karan
3
Blanc-Brude, Frédéric
3
Durham, J. Benson
3
Geng, Gary
3
Hasan, Majid
3
Hayre, Lakhbir
3
Ho, Jeffrey
3
Huang, Jing-Zhi
3
Hyman, Jay
3
Ilmanen, Antti
3
Konstantinovsky, Vadim
3
Parnes, Dror
3
Rendleman, Richard J.
3
Altman, Edward I.
2
Beliaeva, Natalia A.
2
Bhattacharjee, Ranjit
2
Breeden, Douglas T.
2
Byström, Hans N. E.
2
Cathcart, Lara
2
Chiluveru, Sudhir
2
Clare, Andrew D.
2
Curtillet, Jean-Christophe
2
more ...
less ...
Published in...
All
The journal of fixed income
The handbook of fixed income securities
19
Valuation, financial modeling, and quantitative tools
18
Investment management and financial management
13
Financial markets and instruments
10
The journal of portfolio management : a publication of Institutional Investor
10
International journal of theoretical and applied finance
9
Economics letters
7
Finance research letters
6
Journal of banking & finance
6
The journal of portfolio management : JPM
6
Applied economics
5
Computational economics
5
European journal of operational research : EJOR
5
International review of financial analysis
5
Applied financial economics
4
Jahrbücher für Nationalökonomie und Statistik
4
Research in finance
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
The journal of fixed income : JFI
4
The journal of structured finance
4
Annals of operations research
3
Economic modelling
3
European financial management : the journal of the European Financial Management Association
3
Handbook of financial markets : securities, options and futures
3
International economic journal
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 derivatives : the official publication of the International Association of Financial Engineers
3
The journal of futures markets
3
Annals of finance
2
Applied financial economics letters
2
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
22
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
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:
3
CAT bond spreads via HARA utility and nonparametric tests
Trottier, Denis-Alexandre
;
Lai, Van Son
;
Charest, …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10011905584
Saved in:
4
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:
5
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:
6
Reinsurance or CAT bond? : how to optimally combine both
Trottier, Denis-Alexandre
;
Lai, Van Son
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 65-87
Persistent link: https://www.econbiz.de/10011803811
Saved in:
7
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
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
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
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->