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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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Another look at the Ho-Lee bond option pricing model
Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: The journal of derivatives : the official publication … 25 (2018) 4, pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
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The mathematics of financial modeling and investment management
Focardi, Sergio M.; Fabozzi, Frank J. - 2004
Persistent link: https://www.econbiz.de/10001788054
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Institutional investment management : equity and bond portfolio strategies and applications
Fabozzi, Frank J. - 2009
Persistent link: https://www.econbiz.de/10003865444
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Encyclopedia of financial models ; Vol. 3
Fabozzi, Frank J. (contributor) - 2013
Persistent link: https://www.econbiz.de/10009682283
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Encyclopedia of financial models ; Vol. 2
Fabozzi, Frank J. (contributor) - 2013
Persistent link: https://www.econbiz.de/10009682284
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Encyclopedia of financial models ; Vol. 1
Fabozzi, Frank J. (contributor) - 2013
Persistent link: https://www.econbiz.de/10009682285
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Hedging interest-rate risk with term-structure factor models
Martellini, Lionel; Priaulet, Philippe; Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 967-985). 2005
Persistent link: https://www.econbiz.de/10003055173
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Fundamental multifactor equity risk models
Fabozzi, Frank J.; Vardharaj, Raman; Jones, Frank Joseph - 2008
Persistent link: https://www.econbiz.de/10003764728
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Encyclopedia of financial models
Fabozzi, Frank J. (contributor) - 2013
Persistent link: https://www.econbiz.de/10009682898