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Option pricing theory
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Fabozzi, Frank J.
82
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11
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8
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8
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5
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4
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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
The Frank J. Fabozzi series
4
Interest rate, term structure, and valuation modeling
3
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3
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3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
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European journal of operational research : EJOR
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2
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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
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European financial management : the journal of the European Financial Management Association
1
Finance research letters
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Frank J. Fabozzi Ser
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Insurance / Mathematics & economics
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International review of financial analysis
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Journal of risk and financial management : JRFM
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Mathematical methods of operations research
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Review of derivatives research
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Review of financial economics : RFE
1
Risk assessment : decisions in banking and finance
1
Risk management decisions and value under uncertainty
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Risks : open access journal
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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
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Wiley finance
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ECONIS (ZBW)
82
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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
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:
3
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:
4
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:
5
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:
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
The mathematics of financial modeling and investment management
Focardi, Sergio M.
;
Fabozzi, Frank J.
-
2004
Persistent link: https://www.econbiz.de/10001788054
Saved in:
9
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:
10
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
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