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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
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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
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A complete model for pricing coco bonds
Milanov, Krasimir; Kunčev, Ognjan I.; Fabozzi, Frank J. - In: The journal of fixed income 29 (2020) 3, pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
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State taxes and reserve requirements as major determinants of yield spreads among money market instruments
Fabozzi, Frank J. - In: Journal of financial and quantitative analysis : JFQA 21 (1986) 4, pp. 427-436
Persistent link: https://www.econbiz.de/10001019450
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Editor's introduction to the special issue on investing in non-US financial markets
Fabozzi, Frank J. - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 1-5
Persistent link: https://www.econbiz.de/10012613223
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Special issue on investing in non-US financial markets
Fabozzi, Frank J. (ed.) - 2021
Persistent link: https://www.econbiz.de/10012613272