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~person:"Fabozzi, Frank J."
~subject:"Kreditrisiko"
~subject:"United States"
~subject:"Volatilität"
~subject:"Zinsstruktur"
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Search: subject:"Derivat <Wertpapier>"
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Kreditrisiko
United States
Volatilität
Zinsstruktur
Derivat
66
Derivative
66
USA
24
Portfolio selection
21
Portfolio-Management
21
Theorie
16
Theory
16
Option pricing theory
14
Optionspreistheorie
14
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13
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13
Derivat <Wertpapier>
13
Asset-Backed Securities
11
Asset-backed securities
11
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10
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9
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Credit derivative
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Kreditderivat
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6
Rentenmarkt
6
Aufsatzsammlung
5
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5
Kreditsicherung
5
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5
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English
35
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Fabozzi, Frank J.
Brigo, Damiano
20
Kolb, Robert W.
14
Capponi, Agostino
13
Crépey, Stéphane
13
Moser, James T.
13
Wang, Xingchun
13
Benth, Fred Espen
12
Gannon, Gerard L.
12
Jarrow, Robert A.
12
Minton, Bernadette A.
12
Stulz, René M.
12
Whaley, Robert E.
12
Broll, Udo
11
Cont, Rama
11
Lien, Da-hsiang Donald
11
Pallavicini, Andrea
11
Bielecki, Tomasz R.
10
Edwards, Franklin R.
10
Fouque, Jean-Pierre
10
Gouriéroux, Christian
10
Hull, John
10
Kiesel, Rüdiger
10
McAleer, Michael
10
Rudolph, Bernd
10
Schlögl, Erik
10
White, Alan
10
Duffie, Darrell
9
Escobar, Marcos
9
Joshi, Mark S.
9
Kwok, Yue-Kuen
9
Mayordomo, Sergio
9
Monfort, Alain
9
Rebonato, Riccardo
9
Schmidt, Wolfgang M.
9
Trolle, Anders B.
9
Wagner, Wolf
9
Welzel, Peter
9
Wright, Jonathan H.
9
Zagst, Rudi
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Frank J. Fabozzi Associates <New Hope, Pa.>
3
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The Frank J. Fabozzi series
6
Always learning
2
Handbook of financial markets : securities, options and futures
2
The journal of fixed income
2
Valuation, financial modeling, and quantitative tools
2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
35
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1
Active loan trading
Fabozzi, Frank J.
;
Klingler, Sven
;
Mølgaard, Pia
; …
- In:
Journal of financial intermediation
46
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
Saved in:
2
Bond markets, analysis, and strategies
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
-
2021
-
Tenth edition
Persistent link: https://www.econbiz.de/10012417433
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
The handbook of mortgage-backed securities
Fabozzi, Frank J.
(
ed.
)
-
2016
-
7th revised edition
Persistent link: https://www.econbiz.de/10011485010
Saved in:
5
Bond markets, analysis, and strategies
Fabozzi, Frank J.
-
2016
-
9. edition
Persistent link: https://www.econbiz.de/10010480294
Saved in:
6
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
7
Bond markets, analysis, and strategies
Fabozzi, Frank J.
-
2013
-
Eights edition, global edition
Persistent link: https://www.econbiz.de/10009519646
Saved in:
8
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
9
Bond markets, analysis, and strategies
Fabozzi, Frank J.
-
2010
-
7. ed., Pearson international ed.
Persistent link: https://www.econbiz.de/10003768362
Saved in:
10
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
Saved in:
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