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~person:"Fabozzi, Frank J."
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Option Prices with Stochastic...
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Black-Scholes option pricing model
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
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2008
Persistent link: https://www.econbiz.de/10003765707
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2
The valuation of warrants : implementing a new approach
Schwartz, Eduardo S.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 217-231)
.
1999
Persistent link: https://www.econbiz.de/10001772456
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3
Interest rate options and related products
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
-
2008
Persistent link: https://www.econbiz.de/10003763595
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4
Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J.
;
Kalotay, Andrew J.
;
Dorigan, Michael
-
2008
Persistent link: https://www.econbiz.de/10003765587
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5
Introduction to the pricing of futures/forwards and options
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765704
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6
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
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7
Mathematics of finance
Peterson Drake, Pamela
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765807
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8
A new tempered stable distribution and its application to finance
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 77-109)
.
2008
Persistent link: https://www.econbiz.de/10003781614
Saved in:
9
An option-theoretic approach to MBS valuation
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
The handbook of mortgage-backed securities
,
(pp. 799-821)
.
2006
Persistent link: https://www.econbiz.de/10003274038
Saved in:
10
Valuation of bonds with embedded options
Fabozzi, Frank J.
;
Kalotay, Andrew J.
;
Dorigan, Michael
- In:
The handbook of fixed income securities
,
(pp. 851-872)
.
2005
Persistent link: https://www.econbiz.de/10003054912
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