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Fabozzi, Frank J.
Rudebusch, Glenn D.
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ECONIS (ZBW)
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A review of no arbitrage interest rate models
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Sochacki, James
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 39-72)
.
2002
Persistent link: https://www.econbiz.de/10001734140
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
Real interest rates and CPI-W futures
Petzel, Todd E.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 255-270
Persistent link: https://www.econbiz.de/10001339374
Saved in:
4
Calibrating short interest rate models in negative rate environments
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 80-92
Persistent link: https://www.econbiz.de/10011687429
Saved in:
5
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:
6
US treasury securities
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763526
Saved in:
7
Interest rate swaps
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003763594
Saved in:
8
Interest rate options and related products
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
-
2008
Persistent link: https://www.econbiz.de/10003763595
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
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
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