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How to Succeed in Derivatives Without Really Buying

Kalotay, Andrew J.; Williams, George O. - In: Journal of Applied Corporate Finance 6 (1993) 3, pp. 100-103

Persistent link: https://www.econbiz.de/10005315226

The management of sinking funds : the World Bank experience

Kalotay, Andrew J. - In: The journal of fixed income 3 (1993) 1, pp. 32-38

Persistent link: https://www.econbiz.de/10001145782

HOW TO SUCCEED IN DERIVATIVES WITHOUT REALLY BUYING

Kalotay, Andrew J.; Williams, George O. - In: Journal of applied corporate finance : JACF 6 (1993) 3, pp. 100-103

Persistent link: https://www.econbiz.de/10007015186

Refunding efficiency: a generalized approach

Kalotay, Andrew J.; Yang, Deane; Fabozzi, Frank J. - In: Applied Financial Economics Letters 3 (2007) 3, pp. 141-146

Refunding efficiency, a measure of the optimality of a refunding decision, is widely used in the call exercise decision for agency, corporate and municipal bonds. The original definition of efficiency assumes that the refunding bond is optionless. However, in practice, the refunding bond is...

Persistent link: https://www.econbiz.de/10004988329

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

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

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

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

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

Yield curves and valuation lattices

Fabozzi, Frank J.; Kalotay, Andrew J.; Dorigan, Michael - 2008

Persistent link: https://www.econbiz.de/10003765586

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