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~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"nor"
~language:"slv"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~subject:"Bond"
~type_genre:"Article in journal"
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Fabozzi, Frank J.
Gupta, Rangan
Fulkerson, Jon A.
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ECONIS (ZBW)
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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
The impact of market conditions on bond fund managers
Parikh, Harsh
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 6-22
Persistent link: https://www.econbiz.de/10011803826
Saved in:
3
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:
4
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:
5
Event of default provisions and the valuation of ABS CDO tranches
Goodman, Laurie Sharon
;
Newman, Daniel
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 85-89
Persistent link: https://www.econbiz.de/10003687364
Saved in:
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