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Handbook of finance
Fabozzi, Frank J. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003712479
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Active loan trading
Fabozzi, Frank J.; Klingler, Sven; Mølgaard, Pia; … - In: Journal of financial intermediation 46 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
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Measuring and controlling interest rate and credit risk
Fabozzi, Frank J.; Mann, Steven V.; Choudhry, Moorad - 2003 - 2. ed.
Persistent link: https://www.econbiz.de/10001764463
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Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty
Yang, Yifan; Fabozzi, Frank J.; Bianchi, Michele Leonardo - In: Journal of financial engineering 2 (2015) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010528392
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Minimizing credit risk
Fabozzi, Frank J. - In: Approaches to enterprise risk management, (pp. 111-114). 2010
Persistent link: https://www.econbiz.de/10003988686
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Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
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Valuation, financial modeling, and quantitative tools
Fabozzi, Frank J. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003748538
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Risks associated with investing in fixed income securities
Dattatreya, Ravi F.; Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 21-29). 2005
Persistent link: https://www.econbiz.de/10003054111
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Credit risk
Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765534
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Credit derivatives : instruments, applications, and pricing
Anson, Mark Jonathan Paul; Fabozzi, Frank J.; Choudhry, … - 2004
Persistent link: https://www.econbiz.de/10001783706