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Option pricing theory
Theorie
279
Theory
277
Portfolio selection
242
Portfolio-Management
242
USA
186
United States
162
Anleihe
82
Bond
81
Optionspreistheorie
78
Derivat
75
Derivative
75
CAPM
65
Welt
62
Asset-Backed Securities
61
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World
60
Hypothek
58
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Festverzinsliches Wertpapier
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Risk
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Portfoliomanagement
43
Volatilität
43
Volatility
41
Börsenkurs
39
Stochastic process
39
Stochastischer Prozess
39
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English
78
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Fabozzi, Frank J.
78
Račev, Svetlozar T.
26
Kim, Young Shin
23
Bianchi, Michele Leonardo
10
Stoyanov, Stoyan V.
8
Shirvani, Abootaleb
7
Russo, Vincenzo
5
Buetow, Gerald W.
4
Collins, Bruce M.
4
Hu, Yuan
4
Kalotay, Andrew J.
4
Lindquist, W. Brent
4
Dorigan, Michael
3
Mann, Steven V.
3
Park, Jiho
3
Rachev, Svetlozar
3
Tunaru, Radu
3
Akyildirim, Erdinc
2
Choi, Jaehyung
2
Fallahgoul, Hasan
2
Fallahgoul, Hasan A.
2
Giacometti, Rosella
2
Goncu, Ahmet
2
Kalotay, Andrew
2
Kim, Hyangju
2
Kunčev, Ognjan I.
2
Lin, Zuodong
2
Menn, Christian
2
Milanov, Krasimir
2
Mitov, Georgi K.
2
Paletta, Tommaso
2
Sensoy, Ahmet
2
Shiller, Robert J.
2
Tunaru, Radu S.
2
Yang, Deane
2
Chen, Andrew H.
1
Choudhry, Moorad
1
Das, Sanjiv R.
1
Dorigan, Michael P.
1
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1
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The journal of fixed income
6
International journal of theoretical and applied finance
5
Valuation, financial modeling, and quantitative tools
5
Computational economics
4
Financial markets and instruments
4
Interest rate, term structure, and valuation modeling
3
Journal of economic dynamics & control
3
The Frank J. Fabozzi series
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied economics
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
The handbook of fixed income securities
2
The journal of derivatives : JOD
2
The theory and practice of investment management
2
Working paper series in economics
2
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied financial economics
1
Bank of Italy Temi di Discussione (Working Paper)
1
Econometric reviews
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research
1
Review of derivatives research
1
Risk assessment : decisions in banking and finance
1
Risk management decisions and value under uncertainty
1
Risks : open access journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Temi di discussione / Banca d'Italia
1
The handbook of mortgage-backed securities
1
The handbook of municipal bonds
1
The journal of alternative investments : JAI
1
Wiley finance
1
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ECONIS (ZBW)
78
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1
Introduction to the pricing of futures/forwards and options
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765704
Saved in:
2
Impact of different interest rate models on bond value measures
Buetow, Gerald W.
;
Hanke, Bernd
;
Fabozzi, Frank J.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 41-53
Persistent link: https://www.econbiz.de/10001706063
Saved in:
3
Valuation of bonds with embedded options
Fabozzi, Frank J.
;
Kalotay, Andrew J.
;
Dorigan, Michael
- In:
The handbook of fixed income securities
,
(pp. 851-872)
.
2005
Persistent link: https://www.econbiz.de/10003054912
Saved in:
4
Pricing futures and portfolio applications
Fabozzi, Frank J.
;
Pitts, Mark
;
Collins, Bruce M.
- In:
The handbook of fixed income securities
,
(pp. 1187-1200)
.
2005
Persistent link: https://www.econbiz.de/10003055273
Saved in:
5
The mathematics of financial modeling and investment management
Focardi, Sergio M.
;
Fabozzi, Frank J.
-
2004
Persistent link: https://www.econbiz.de/10001788054
Saved in:
6
Equity derivatives I : features and valuation
Collins, Bruce M.
;
Fabozzi, Frank J.
- In:
The theory and practice of investment management
,
(pp. 373-407)
.
2002
Persistent link: https://www.econbiz.de/10001730031
Saved in:
7
Valuation of bonds with embedded options
Fabozzi, Frank J.
;
Mann, Steven V.
- In:
The theory and practice of investment management
,
(pp. 549-581)
.
2002
Persistent link: https://www.econbiz.de/10001730107
Saved in:
8
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:
9
Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J.
;
Kalotay, Andrew
;
Dorigan, Michael
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 357-378)
.
2002
Persistent link: https://www.econbiz.de/10001734184
Saved in:
10
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:
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