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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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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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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
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A note on common interest rate risk measures
Buetow, Gerald W.; Fabozzi, Frank J.; Hanke, Bernd - In: The journal of fixed income 13 (2003) 2, pp. 46-54
Persistent link: https://www.econbiz.de/10001803151
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Measuring interest-rate risk
Fabozzi, Frank J.; Buetow, Gerald W.; Johnson, Robert R. - In: The handbook of fixed income securities, (pp. 183-226). 2005
Persistent link: https://www.econbiz.de/10003054210
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Interest rate swaps
Fabozzi, Frank J.; Buetow, Gerald W. - 2008
Persistent link: https://www.econbiz.de/10003763594
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Valuing a plain vanilla swap
Buetow, Gerald W.; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765709
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Valuing swaptions
Fabozzi, Frank J.; Buetow, Gerald W. - 2008
Persistent link: https://www.econbiz.de/10003765712
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Monetary policy and interest rate factors
Buetow, Gerald W.; Fabozzi, Frank J.; Henderson, Brian J. - In: The journal of fixed income 19 (2009/10) 2, pp. 63-70
Persistent link: https://www.econbiz.de/10003893446
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Valuation of interest rate swaps and swaptions
Buetow, Gerald W.; Fabozzi, Frank J. - 2001
Persistent link: https://www.econbiz.de/10004692830