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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:
2
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:
3
Yield curves and valuation lattices
Fabozzi, Frank J.
;
Kalotay, Andrew J.
;
Dorigan, Michael
-
2008
Persistent link: https://www.econbiz.de/10003765586
Saved in:
4
Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J.
;
Kalotay, Andrew J.
;
Dorigan, Michael
-
2008
Persistent link: https://www.econbiz.de/10003765587
Saved in:
5
An option-theoretic prepayment model for mortgages and mortgage-backed securities
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 949-978
Persistent link: https://www.econbiz.de/10002476213
Saved in:
6
Refunding efficiency : a generalized approach
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
Applied financial economics letters
3
(
2007
)
3
,
pp. 141-146
Persistent link: https://www.econbiz.de/10003540327
Saved in:
7
An option-theoretic approach to MBS valuation
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
The handbook of mortgage-backed securities
,
(pp. 799-821)
.
2006
Persistent link: https://www.econbiz.de/10003274038
Saved in:
8
Optimal mortgage refinancing : application of bond valuation tools to household risk management
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 141-149
Persistent link: https://www.econbiz.de/10003725347
Saved in:
9
Valuation of municipal bonds with embedded options
Fabozzi, Frank J.
;
Kalotay, Andrew
;
Dorigan, Michael P.
- In:
The handbook of municipal bonds
,
(pp. 513-536)
.
2008
Persistent link: https://www.econbiz.de/10003715006
Saved in:
10
Demand for education in production
Fabozzi, Frank J.
-
1972
Persistent link: https://www.econbiz.de/10002174992
Saved in:
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