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~person:"Fabozzi, Frank J."
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Fabozzi, Frank J.
McAleer, Michael
541
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518
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493
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464
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302
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297
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296
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294
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290
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Journal of economic dynamics & control
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The handbook of mortgage-backed securities
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ECONIS (ZBW)
292
USB Cologne (EcoSocSci)
5
EconStor
3
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1
Introduction to interest-rate futures and options contracts
Fabozzi, Frank J.
;
Mann, Steven V.
;
Pitts, Mark
- In:
The handbook of fixed income securities
,
(pp. 1163-1185)
.
2005
Persistent link: https://www.econbiz.de/10003055263
Saved in:
2
Interest rate futures and options
Pitts, Mark
-
1990
Persistent link: https://www.econbiz.de/10013546482
Saved in:
3
Using the right implied
volatility
quotes in times of low interest rates : an empirical analysis across different currencies
Patel, Jinal
;
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
Finance research letters
25
(
2018
),
pp. 196-201
Persistent link: https://www.econbiz.de/10012003522
Saved in:
4
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
5
Valuation of municipal bonds with embedded options
Fabozzi, Frank J.
;
Kalotay, Andrew
;
Dorigan, Michael P.
- In:
The handbook of municipal bonds
,
(pp. 513-536)
.
2008
Persistent link: https://www.econbiz.de/10003715006
Saved in:
6
The handbook of fixed income options : strategies, pricing and applications
Fabozzi, Frank J.
(
ed.
)
-
1996
-
Rev. ed.
Persistent link: https://www.econbiz.de/10013531679
Saved in:
7
Yield measures and foreward rates
Fabozzi, Frank J.
;
Mann, Steven V.
- In:
The theory and practice of investment management
,
(pp. 525-548)
.
2002
Persistent link: https://www.econbiz.de/10001730102
Saved in:
8
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
Saved in:
9
Improving guidelines for interest rate and credit derivatives
Kreider, Steven K.
;
Richard, Scott F.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765480
Saved in:
10
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
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