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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
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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
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Interest rate swaps
Fabozzi, Frank J.; Buetow, Gerald W. - 2008
Persistent link: https://www.econbiz.de/10003763594
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US treasury securities
Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003763526
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Interest rate options and related products
Fabozzi, Frank J.; Mann, Steven V.; Choudhry, Moorad - 2008
Persistent link: https://www.econbiz.de/10003763595
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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
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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
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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
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How do alternatives to LIBOR measure up?
Sabry, Faten; Fabozzi, Frank J.; Roya, Ramisa - In: The journal of fixed income : JFI 33 (2023) 4, pp. 45-62
Persistent link: https://www.econbiz.de/10014534071
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Valuing swaptions
Fabozzi, Frank J.; Buetow, Gerald W. - 2008
Persistent link: https://www.econbiz.de/10003765712