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~person:"Fabozzi, Frank J."
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Fabozzi, Frank J.
Nijkamp, Peter
529
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454
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445
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317
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317
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310
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308
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298
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297
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285
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282
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272
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Frank J. Fabozzi Associates <New Hope, Pa.>
14
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The Frank J. Fabozzi series
21
Valuation, financial modeling, and quantitative tools
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The handbook of fixed income securities
16
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15
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12
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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European financial management : the journal of the European Financial Management Association
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3
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3
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3
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3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
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3
Yale ICF Working Paper
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Always learning
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Applied financial economics letters
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Bank of Italy Temi di Discussione (Working Paper)
2
Finance research letters
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Frank J. Fabozzi Ser
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Handbook of financial markets : securities, options and futures
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International review of financial analysis
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ECONIS (ZBW)
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8
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1
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
Saved in:
2
Interest-rate swaps and swaptions
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 1249-1281)
.
2005
Persistent link: https://www.econbiz.de/10003055314
Saved in:
3
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
4
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
5
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
6
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
7
The mathematics of financial modeling and investment management
Focardi, Sergio M.
;
Fabozzi, Frank J.
-
2004
Persistent link: https://www.econbiz.de/10001788054
Saved in:
8
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:
9
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
10
Equity derivatives I : features and valuation
Collins, Bruce M.
;
Fabozzi, Frank J.
- In:
The theory and practice of investment management
,
(pp. 373-407)
.
2002
Persistent link: https://www.econbiz.de/10001730031
Saved in:
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