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~person:"Fabozzi, Frank J."
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Fabozzi, Frank J.
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Frank J. Fabozzi Associates <New Hope, Pa.>
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ECONIS (ZBW)
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Credit default swaps valuation
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
O'Kane, Dominic
-
2008
Persistent link: https://www.econbiz.de/10003765787
Saved in:
2
An explicit, multi-factor credit default swap pricing model with correlated factors
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Fabozzi, Frank J.
;
Liu, Bo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 123-160
Persistent link: https://www.econbiz.de/10003692397
Saved in:
3
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:
4
OTC equity derivatives
Collins, Bruce M.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763508
Saved in:
5
Municipal collateralized debt obligations
Manning, Rebecca
;
Lucas, Douglas J.
;
Goodman, Laurie Sharon
- In:
The handbook of municipal bonds
,
(pp. 657-664)
.
2008
Persistent link: https://www.econbiz.de/10003715154
Saved in:
6
Collateralized debt obligations
Lucas, Douglas J.
;
Goodman, Laurie Sharon
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763592
Saved in:
7
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
Saved in:
8
Developments in the collateralized debt obligations : new products and insights
Lucas, Douglas J.
;
Goodman, Laurie Sharon
;
Fabozzi, Frank J.
-
2007
Persistent link: https://www.econbiz.de/10003530879
Saved in:
9
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:
10
Leveraged finance : concepts, methods, and trading of high-yield bonds, loans and derivatives
Antczak, Stephen J.
-
2009
Persistent link: https://www.econbiz.de/10013489978
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