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The VIX futures basis : determinants and implications
Buetow, Gerald W.; Henderson, Brian J. - In: The journal of portfolio management : a publication of … 42 (2016) 2, pp. 119-130
Persistent link: https://www.econbiz.de/10011685358
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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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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
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A note on common interest rate risk measures
Buetow, Gerald W.; Fabozzi, Frank J.; Hanke, Bernd - In: The journal of fixed income 13 (2003) 2, pp. 46-54
Persistent link: https://www.econbiz.de/10001803151
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Measuring interest-rate risk
Fabozzi, Frank J.; Buetow, Gerald W.; Johnson, Robert R. - In: The handbook of fixed income securities, (pp. 183-226). 2005
Persistent link: https://www.econbiz.de/10003054210
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Valuing swaptions
Fabozzi, Frank J.; Buetow, Gerald W. - 2008
Persistent link: https://www.econbiz.de/10003765712
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The term structure of interest rates
Buetow, Gerald W.; Henderson, Brian J. - In: The professional risk managers' guide to finance theory …, (pp. 177-205). 2008
Persistent link: https://www.econbiz.de/10003677833
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Monetary policy and interest rate factors
Buetow, Gerald W.; Fabozzi, Frank J.; Henderson, Brian J. - In: The journal of fixed income 19 (2009/10) 2, pp. 63-70
Persistent link: https://www.econbiz.de/10003893446