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A review of no arbitrage interest rate models
Buetow, Gerald W.; Fabozzi, Frank J.; Sochacki, James - In: Interest rate, term structure, and valuation modeling, (pp. 39-72). 2002
Persistent link: https://www.econbiz.de/10001734140
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Measuring and forecasting yield volatility
Fabozzi, Frank J.; Lee, Wai - In: Interest rate, term structure, and valuation modeling, (pp. 187-212). 2002
Persistent link: https://www.econbiz.de/10001734175
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Yield curves and valuation lattices: a primer
Fabozzi, Frank J.; Kalotay, Andrew; Dorigan, Michael - In: Interest rate, term structure, and valuation modeling, (pp. 345-356). 2002
Persistent link: https://www.econbiz.de/10001734183
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Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J.; Kalotay, Andrew; Dorigan, Michael - In: Interest rate, term structure, and valuation modeling, (pp. 357-378). 2002
Persistent link: https://www.econbiz.de/10001734184
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Using the lattice model to value forward start swaps and swaptions
Buetow, Gerald W.; Fabozzi, Frank J. - In: Interest rate, term structure, and valuation modeling, (pp. 379-420). 2002
Persistent link: https://www.econbiz.de/10001734185
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Monte Carlo simulation/OAS approach to valuing residential real estate-backed securities
Fabozzi, Frank J.; Richard, Scott F.; Horowitz, David S. - In: Interest rate, term structure, and valuation modeling, (pp. 443-468). 2002
Persistent link: https://www.econbiz.de/10001734187