Narrow search
Showing 1 - 10 of 30
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Time series and copula dependency analysis for eurozone sovereign bond returns
Tsuchida, Naoshi; Giacometti, Rosella; Fabozzi, Frank J.; … - In: The journal of fixed income 24 (2014) 1, pp. 75-87
Persistent link: https://www.econbiz.de/10011293042
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Impact of different interest rate models on bond value measures
Buetow, Gerald W.; Hanke, Bernd; Fabozzi, Frank J. - In: The journal of fixed income 11 (2001) 3, pp. 41-53
Persistent link: https://www.econbiz.de/10001706063
Cover Image
Default rates on structured finance securities
Lucas, Douglas J.; Goodman, Laurie Sharon; Fabozzi, Frank J. - In: The journal of fixed income 14 (2004) 2, pp. 44-53
Persistent link: https://www.econbiz.de/10002421458