//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Introduction to interest-rate...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
280
Theory
278
Portfolio selection
257
Portfolio-Management
257
USA
144
United States
124
Optionspreistheorie
88
Anleihe
87
Bond
86
Derivat
84
Derivative
84
CAPM
67
Welt
61
Risikomanagement
60
World
59
Capital income
58
Kapitaleinkommen
58
Finanzanalyse
56
Risk management
56
Statistische Verteilung
52
Asset-Backed Securities
51
Asset-backed securities
51
Statistical distribution
51
Financial analysis
49
Börsenkurs
46
Risiko
46
Festverzinsliches Wertpapier
45
Kapitalanlage
45
Share price
45
Volatilität
44
Kreditrisiko
43
Portfoliomanagement
43
Credit risk
42
Risk
42
Volatility
42
Stochastic process
40
Stochastischer Prozess
40
Financial market
39
Finanzmarkt
39
more ...
less ...
Online availability
All
Undetermined
31
Free
10
CC license
2
Type of publication
All
Article
70
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Aufsatz im Buch
20
Book section
20
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatzsammlung
2
Collection of articles of several authors
1
Handbook
1
Handbuch
1
Lehrbuch
1
Sammelwerk
1
Textbook
1
more ...
less ...
Language
All
English
88
Author
All
Fabozzi, Frank J.
87
Račev, Svetlozar T.
31
Kim, Young Shin
24
Bianchi, Michele Leonardo
11
Shirvani, Abootaleb
8
Stoyanov, Stoyan V.
8
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
Tunaru, Radu
3
Akyildirim, Erdinc
2
Burrello, John
2
Choi, Jaehyung
2
Fallahgoul, Hasan
2
Fallahgoul, Hasan A.
2
Giacometti, Rosella
2
Goncu, Ahmet
2
Jong, Marielle de
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
Pitts, Mark
2
Sensoy, Ahmet
2
Shiller, Robert J.
2
Tunaru, Radu S.
2
Yang, Deane
2
Bianchi, Michele L
1
Chen, Andrew H.
1
Chen, Ren-Raw
1
more ...
less ...
Published in...
All
The journal of fixed income
6
International journal of theoretical and applied finance
5
Valuation, financial modeling, and quantitative tools
5
Computational economics
4
Derivatives Applications in Asset Management : From Theory to Practice
4
Financial markets and instruments
4
The Frank J. Fabozzi series
4
Interest rate, term structure, and valuation modeling
3
Journal of economic dynamics & control
3
The journal of derivatives : JOD
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 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
Frank J. Fabozzi Ser
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
Review of financial economics : RFE
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
The journal of asset management : a major new, international quarterly journal for the financial community
1
more ...
less ...
Source
All
ECONIS (ZBW)
88
Showing
1
-
10
of
88
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Convertible bonds
Fabozzi, Frank J.
;
Mann, Steven V.
;
Stefanini, Filippo
-
2008
Persistent link: https://www.econbiz.de/10003763552
Saved in:
4
Interest rate options and related products
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
-
2008
Persistent link: https://www.econbiz.de/10003763595
Saved in:
5
Introduction to the pricing of futures/forwards and options
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765704
Saved in:
6
Equity derivatives
Fabozzi, Frank J.
- In:
Derivatives Applications in Asset Management : From …
,
(pp. 21-41)
.
2025
Persistent link: https://www.econbiz.de/10015434504
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->