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~person:"Fabozzi, Frank J."
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15
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1983-2008
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Fabozzi, Frank J.
Aizenman, Joshua
21
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21
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21
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18
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18
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16
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12
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15
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1
Local volatility and the recovery rate of credit default
swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
2
Property Derivatives for Managing European Real-Estate Risk
Fabozzi, Frank J.
-
2009
interest rate
swaps
that have embedded real-estate risk and propose a more efficient way to tailor these
swaps
…
Persistent link: https://www.econbiz.de/10013157108
Saved in:
3
Property derivatives for managing European real-estate risk
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu S.
- In:
European financial management : the journal of the …
16
(
2010
)
1
,
pp. 8-26
Persistent link: https://www.econbiz.de/10003926684
Saved in:
4
Municipal credit default
swaps
Fabozzi, Frank J.
- In:
The handbook of municipal bonds
,
(pp. 647-655)
.
2008
Persistent link: https://www.econbiz.de/10003715152
Saved in:
5
OTC equity derivatives
Collins, Bruce M.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763508
Saved in:
6
Interest rate
swaps
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003763594
Saved in:
7
Fixed income total return
swaps
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Choudhry, Moorad
; …
-
2008
Persistent link: https://www.econbiz.de/10003763598
Saved in:
8
Valuing a plain vanilla swap
Buetow, Gerald W.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765709
Saved in:
9
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
10
Credit default
swaps
valuation
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
O'Kane, Dominic
-
2008
Persistent link: https://www.econbiz.de/10003765787
Saved in:
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