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~person:"Fabozzi, Frank J."
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Kreditrisiko
37
Credit risk
36
Derivat
17
Derivative
17
Credit derivative
15
Kreditderivat
15
Swap
15
Theorie
11
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11
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8
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7
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English
49
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Fabozzi, Frank J.
Ongena, Steven
101
Lucas, André
65
Acharya, Viral V.
64
Rösch, Daniel
62
Altman, Edward I.
61
Koopman, Siem Jan
50
Peydró, José-Luis
50
Saunders, Anthony
49
Schuermann, Til
49
Agarwal, Sumit
46
Brigo, Damiano
43
Longstaff, Francis A.
43
Gambacorta, Leonardo
41
Jarrow, Robert A.
41
Scheule, Harald
41
Giesecke, Kay
40
Duffie, Darrell
39
Hamerle, Alfred
39
Schwaab, Bernd
39
Caporale, Guglielmo Maria
38
Capponi, Agostino
38
Hasan, Iftekhar
37
Tang, Dragon Yongjun
36
Krahnen, Jan Pieter
35
Monfort, Alain
35
Gouriéroux, Christian
34
Düllmann, Klaus
33
Gilchrist, Simon
33
Mayordomo, Sergio
33
Subrahmanyam, Marti G.
32
Gürtler, Marc
31
Tarashev, Nikola A.
31
Allen, David E.
30
Huschens, Stefan
30
Roesch, Daniel
30
Schmieder, Christian
30
Shin, Hyun Song
30
Berger, Allen N.
29
Jiménez, Gabriel
29
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Frank J. Fabozzi Associates <New Hope, Pa.>
2
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Valuation, financial modeling, and quantitative tools
6
Financial markets and instruments
4
The Frank J. Fabozzi series
4
The handbook of fixed income securities
3
The journal of fixed income
3
Journal / The Capco Institute : journal of financial transformation
2
The handbook of municipal bonds
2
Yale ICF Working Paper
2
Annals of finance
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied financial economics
1
Approaches to enterprise risk management
1
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1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Finance research letters
1
IMES discussion paper series / Englische Ausgabe
1
Interest rate, term structure, and valuation modeling
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial intermediation
1
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ECONIS (ZBW)
49
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1
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:
2
Municipal credit default swaps
Fabozzi, Frank J.
- In:
The handbook of municipal bonds
,
(pp. 647-655)
.
2008
Persistent link: https://www.econbiz.de/10003715152
Saved in:
3
Exploring the components of credit risk in credit default swaps
Fabozzi, Frank J.
;
Cheng, Xiaolin
;
Chen, Ren-Raw
- In:
Finance research letters
4
(
2007
)
1
,
pp. 10-18
Persistent link: https://www.econbiz.de/10003442040
Saved in:
4
Credit default swaps valuation
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
O'Kane, Dominic
-
2008
Persistent link: https://www.econbiz.de/10003765787
Saved in:
5
The handbook of stock index futures and options
Fabozzi, Frank J.
(
ed.
);
Kipnis, Gregory M.
(
contributor
)
-
1989
Persistent link: https://www.econbiz.de/10013548657
Saved in:
6
Using the lattice model to value forward start swaps and swaptions
Buetow, Gerald W.
;
Fabozzi, Frank J.
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 379-420)
.
2002
Persistent link: https://www.econbiz.de/10001734185
Saved in:
7
Credit derivatives primer
Fabozzi, Frank J.
;
Choudhry, Moorad
;
Anson, Mark J. P.
; …
- In:
The handbook of European structured financial products
,
(pp. 57-76)
.
2004
Persistent link: https://www.econbiz.de/10002010526
Saved in:
8
Property derivatives for managing European real-estate risk
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu S.
- In:
European financial management : the journal of the …
16
(
2010
)
1
,
pp. 8-26
Persistent link: https://www.econbiz.de/10003926684
Saved in:
9
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:
10
OTC equity derivatives
Collins, Bruce M.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763508
Saved in:
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