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~person:"Fabozzi, Frank J."
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Fabozzi, Frank J.
McAleer, Michael
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The mathematics of financial modeling and investment management
Focardi, Sergio M.
;
Fabozzi, Frank J.
-
2004
Persistent link: https://www.econbiz.de/10001788054
Saved in:
2
A profit model for spread trading with an application to energy futures
Kanamura, Takashi
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
The journal of trading
5
(
2010
)
1
,
pp. 48-62
Persistent link: https://www.econbiz.de/10003931729
Saved in:
3
A profit model for spread trading with an application to energy futures
Kanamura, Takashi
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
-
2011
crude oil and heating oil due to its high
volatility
in addition to its long-term mean reversion, which offers supportive …
Persistent link: https://www.econbiz.de/10009010172
Saved in:
4
Bond markets, analysis, and strategies
Fabozzi, Frank J.
-
2004
-
5. ed.
Persistent link: https://www.econbiz.de/10001908221
Saved in:
5
Financial models with Lévy processes and
volatility
clustering
Račev, Svetlozar T.
;
Kim, Young Shin
;
Bianchi, Michele …
-
2011
Persistent link: https://www.econbiz.de/10008658750
Saved in:
6
Option pricing and hedging under a stochastic
volatility
Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
7
Handbook of finance
Fabozzi, Frank J.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003712479
Saved in:
8
Bond markets, analysis, and strategies
Fabozzi, Frank J.
-
2007
-
6. ed.
Persistent link: https://www.econbiz.de/10003278926
Saved in:
9
Bond markets, analysis, and strategies
Fabozzi, Frank J.
-
2013
-
Eights edition, global edition
Persistent link: https://www.econbiz.de/10009519646
Saved in:
10
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
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