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Measuring interest rate risk
Fabozzi, Frank J.; Mann, Steven V. - In: The theory and practice of investment management, (pp. 583-613). 2002
Persistent link: https://www.econbiz.de/10001730111
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Hedging interest-rate risk with term-structure factor models
Martellini, Lionel; Priaulet, Philippe; Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 967-985). 2005
Persistent link: https://www.econbiz.de/10003055173
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Controlling interest-rate risk with futures and options
Fabozzi, Frank J.; Ramamurthy, Shrikant; Pitts, Mark - In: The handbook of fixed income securities, (pp. 1301-1335). 2005
Persistent link: https://www.econbiz.de/10003055336
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Floating rate instruments : characteristics valuation and portfolio strategies
Fabozzi, Frank J. - 1986
Persistent link: https://www.econbiz.de/10013546599
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Interest rate, term structure, and valuation modeling
Fabozzi, Frank J. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001674831
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A note on common interest rate risk measures
Buetow, Gerald W.; Fabozzi, Frank J.; Hanke, Bernd - In: The journal of fixed income 13 (2003) 2, pp. 46-54
Persistent link: https://www.econbiz.de/10001803151
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Measuring and controlling interest rate and credit risk
Fabozzi, Frank J.; Mann, Steven V.; Choudhry, Moorad - 2003 - 2. ed.
Persistent link: https://www.econbiz.de/10001764463
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Duration, convexity, and other bond risk measures
Fabozzi, Frank J. - 1999
Persistent link: https://www.econbiz.de/10001458594
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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
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Measuring and controlling interest rate risk
Fabozzi, Frank J. - 1996
Persistent link: https://www.econbiz.de/10004321562