Similar Search Results

The handbook of stock index futures and options

Fabozzi, Frank J. (ed.); Kipnis, Gregory M. (contributor) - 1989

Persistent link: https://www.econbiz.de/10013548657

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

Interest-rate swaps and swaptions

Fabozzi, Frank J.; Mann, Steven V.; Choudhry, Moorad - In: The handbook of fixed income securities, (pp. 1249-1281). 2005

Persistent link: https://www.econbiz.de/10003055314

Credit derivatives primer

Fabozzi, Frank J.; Choudhry, Moorad; Anson, Mark J. P.; … - In: The handbook of European structured financial products, (pp. 57-76). 2004

Persistent link: https://www.econbiz.de/10002010526

OTC equity derivatives

Collins, Bruce M.; Fabozzi, Frank J. - 2008

Persistent link: https://www.econbiz.de/10003763508

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

Inflation-adjusted bonds, swaps, and derivatives

Jarrow, Robert A.; Yildirim, Yildiray - In: Annual review of financial economics 15 (2023), pp. 449-471

Persistent link: https://www.econbiz.de/10014426345

Inflation-Adjusted Bonds, Swaps and Derivatives

Jarrow, Robert A.; Yildirim, Yildiray - 2023

The purpose of this paper is to review the literature on inflation-adjusted bonds, swaps, and derivatives. The methodology for valuation and risk management of these securities is an application of the foreign currency extension of a standard HJM term structure model. The two “currencies” in...

Persistent link: https://www.econbiz.de/10014355578

Inflation-Adjusted Bonds, Swaps, and Derivatives

Jarrow, Robert A.; Yildirim, Yildiray - 2022

Persistent link: https://www.econbiz.de/10013293658

Financial Derivatives Pricing : Selected Works of Robert Jarrow

Jarrow, Robert A. - 2008

Intro -- Contents -- Acknowledgments -- Preface -- Foreword -- Part I. Option Pricing Theory and its Foundations … -- Introduction -- References -- 1. Approximate Option Valuation for Arbitrary Stochastic Processes R. Jarrow and A. Rudd -- 1 …. Introduction -- 2. Approximating distribution -- 3. Approximate option valuation formula -- 4. Approximating option values with the …

Persistent link: https://www.econbiz.de/10012690339