//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Fabozzi, Frank J."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Simulating the evolution of th...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
246
Theory
244
Portfolio selection
133
Portfolio-Management
133
Option pricing theory
67
Optionspreistheorie
67
USA
48
United States
48
CAPM
46
Volatilität
45
Volatility
43
Anleihe
42
Bond
42
Statistische Verteilung
33
Stochastic process
33
Stochastischer Prozess
33
Statistical distribution
32
Capital income
29
Kapitaleinkommen
29
Derivat
28
Derivative
28
Welt
28
Schätzung
27
Finanzanalyse
26
World
26
Estimation
25
Financial analysis
25
Risiko
24
Risikomanagement
23
Risk management
23
Risk
22
Risikomaß
19
Yield curve
19
Zinsstruktur
19
Risk measure
18
Financial market
15
Finanzmarkt
15
Risikoprämie
14
Risk premium
14
ARCH-Modell
13
more ...
less ...
Online availability
All
Undetermined
63
Free
41
Type of publication
All
Article
208
Book / Working Paper
118
Type of publication (narrower categories)
All
Article in journal
128
Aufsatz in Zeitschrift
128
Aufsatz im Buch
62
Book section
62
Collection of articles of several authors
23
Sammelwerk
23
Lehrbuch
16
Textbook
14
Working Paper
14
Arbeitspapier
11
Graue Literatur
11
Handbook
11
Handbuch
11
Non-commercial literature
11
Aufsatzsammlung
8
Glossar enthalten
2
Glossary included
2
Mehrbändiges Werk
2
Multi-volume publication
2
Einführung
1
Rezension
1
more ...
less ...
Language
All
English
326
Author
All
Fabozzi, Frank J.
McAleer, Michael
537
Nijkamp, Peter
525
Acemoglu, Daron
518
Güth, Werner
493
Aizenman, Joshua
453
Stiglitz, Joseph E.
452
Snower, Dennis J.
445
Gersbach, Hans
441
Pestieau, Pierre
441
Pesaran, M. Hashem
427
Stark, Oded
407
Creedy, John
399
Koskela, Erkki
394
Caporale, Guglielmo Maria
386
Heckman, James J.
362
Härdle, Wolfgang
362
Helpman, Elhanan
355
Zenou, Yves
353
Phillips, Peter C. B.
350
Broll, Udo
337
Gupta, Rangan
337
Cremer, Helmuth
336
Frey, Bruno S.
331
Svensson, Lars E. O.
330
Woodford, Michael
323
Kaplow, Louis
321
Konrad, Kai A.
317
Thisse, Jacques-François
317
Batabyal, Amitrajeet A.
310
Shavell, Steven
308
Franses, Philip Hans
306
Tirole, Jean
305
Diebold, Francis X.
297
Artus, Patrick
296
Lambertini, Luca
296
Chiarella, Carl
295
Aghion, Philippe
294
Buiter, Willem H.
285
Caballero, Ricardo J.
285
more ...
less ...
Institution
All
Frank J. Fabozzi Associates <New Hope, Pa.>
14
Association for Investment Management and Research
2
Published in...
All
Valuation, financial modeling, and quantitative tools
20
The handbook of fixed income securities
16
The Frank J. Fabozzi series
13
The theory and practice of investment management
13
International journal of theoretical and applied finance
11
Investment management and financial management
10
Working paper series in economics
10
The journal of fixed income
8
Journal of banking & finance
7
The journal of portfolio management : a publication of Institutional Investor
7
Computational economics
6
Financial markets and instruments
6
Interest rate, term structure, and valuation modeling
6
The journal of portfolio management : JPM
6
Applied economics
5
European journal of operational research : EJOR
5
Wiley finance
5
Frank J. Fabozzi series
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of fixed income : JFI
4
Annals of operations research
3
Applied financial economics
3
Economics letters
3
Finance research letters
3
International review of financial analysis
3
Journal of economic dynamics & control
3
KIT Working Paper Series in Economics
3
Review of quantitative finance and accounting
3
The journal of asset management
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied financial economics letters
2
Bank of Italy Temi di Discussione (Working Paper)
2
Frank J. Fabozzi Ser
2
Journal of international money and finance
2
Risk management decisions and value under uncertainty
2
The handbook of mortgage-backed securities
2
The journal of derivatives : JOD
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Advances in futures and options research : a research annual
1
Analytical models for financial modeling and risk management
1
more ...
less ...
Source
All
ECONIS (ZBW)
323
EconStor
3
Showing
1
-
10
of
326
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
2
Option pricing under stochastic
volatility
and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
Saved in:
3
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
4
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
5
Calibrating the Italian smile with time-varying
volatility
and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
6
Local
volatility
and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
7
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:
8
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
9
Calibrating the Italian smile with time-varying
volatility
and heavy-tailed models
Leonardo Bianchi, Michele
;
Fabozzi, Frank J.
;
Račev, …
-
2014
Persistent link: https://www.econbiz.de/10010414284
Saved in:
10
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->