//--> //--> //--> //-->
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:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Goodman, Laurie Sharon"
~person:"Hayre, Lakhbir S."
~subject:"CAPM"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
~subject:"Theorie"
~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
| 14 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Derivat
Kreditrisiko
Statistical distribution
Theorie
Hypothek
11
Mortgage
11
USA
11
United States
11
Yield curve
10
Zinsstruktur
10
Credit risk
6
Anleihe
5
Bond
5
Theory
5
Asset-Backed Securities
4
Asset-backed securities
4
Derivative
4
Estimation
4
Immobilienfinanzierung
4
Insolvency
4
Insolvenz
4
Option pricing theory
4
Optionspreistheorie
4
Real estate finance
4
Schätzung
4
Collateral
3
Credit derivative
3
Credit rating
3
Kreditderivat
3
Kreditsicherung
3
Kreditwürdigkeit
3
Portfolio selection
3
Portfolio-Management
3
Convertible bond
2
Forecasting model
2
Government securities
2
Interest rate
2
Loss
2
Measurement
2
Messung
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
17
Language
All
Bosnian
English
Author
All
Broll, Udo
Fabozzi, Frank J.
Goodman, Laurie Sharon
Hayre, Lakhbir S.
Chen, Ren-Raw
8
Cantor, Richard
7
Das, Sanjiv R.
6
Wu, Chunchi
5
Ho, Thomas S. Y.
4
Jarrow, Robert A.
4
Lai, Van Son
4
Liu, Sheen
4
Martellini, Lionel
4
Bhanot, Karan
3
Blanc-Brude, Frédéric
3
Durham, J. Benson
3
Dynkin, Lev
3
Geng, Gary
3
Hasan, Majid
3
Hayre, Lakhbir
3
Hu, Jian
3
Rendleman, Richard J.
3
Beliaeva, Natalia A.
2
Benzschawel, Terry
2
Bhattacharjee, Ranjit
2
Breeden, Douglas T.
2
Byström, Hans N. E.
2
Cathcart, Lara
2
Chiluveru, Sudhir
2
Deventer, Donald R. van
2
Dor, Arik Ben
2
Dorfleitner, Gregor
2
Eom, Young Ho
2
Falkenstein, Eric G.
2
Fridson, Martin S.
2
Füss, Roland
2
Ho, Jeffrey
2
Hodges, Stewart D.
2
Hyman, Jay
2
Ilmanen, Antti
2
Jahel, Lina el
2
more ...
less ...
Published in...
All
The journal of fixed income
The handbook of fixed income securities
17
Valuation, financial modeling, and quantitative tools
17
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
Financial markets and instruments
8
International journal of theoretical and applied finance
8
The journal of structured finance
8
Economics letters
7
Applied economics
5
Computational economics
5
Journal of banking & finance
5
The journal of futures markets
5
Finance research letters
4
Jahrbücher für Nationalökonomie und Statistik
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of fixed income : JFI
4
Annals of operations research
3
Applied financial economics
3
Economic modelling
3
European journal of operational research : EJOR
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 Indian journal of economics
3
The handbook of municipal bonds
3
The journal of asset management
3
The journal of asset management : a major new, international quarterly journal for the financial community
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of portfolio management : JPM
3
Advances in futures and options research : a research annual
2
Annals of finance
2
Applied financial economics letters
2
Bulletin of economic research
2
Contemporary economics
2
Economics and business review
2
Energy economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
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
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
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:
6
Loss severity on residential mortgages : evidence from Freddie Mac's newest data
Goodman, Laurie Sharon
;
Zhu, Jun
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011399848
Saved in:
7
VA loans outperform FHA loans : why? ; and what can we learn?
Goodman, Laurie Sharon
;
Seidman, Ellen
;
Zhu, Jun
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 39-51
Persistent link: https://www.econbiz.de/10011292821
Saved in:
8
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:
9
Higher-order durations with respect to inflation and real rates and their portfolio management applications
Fabozzi, Frank J.
;
Xu, Yuewu
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 69-79
Persistent link: https://www.econbiz.de/10009670754
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->