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~isPartOf:"Interest rate, term structure, and valuation modeling"
~person:"Fabozzi, Frank J."
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Fabozzi, Frank J.
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Interest rate, term structure, and valuation modeling
The Frank J. Fabozzi series
32
Valuation, financial modeling, and quantitative tools
22
The handbook of fixed income securities
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Investment management and financial management
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The theory and practice of investment management
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International journal of theoretical and applied finance
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European journal of operational research : EJOR
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Always learning
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Bank of Italy Temi di Discussione (Working Paper)
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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
Saved in:
2
Yield curves and valuation lattices: a primer
Fabozzi, Frank J.
;
Kalotay, Andrew
;
Dorigan, Michael
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 345-356)
.
2002
Persistent link: https://www.econbiz.de/10001734183
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
Monte Carlo simulation/OAS approach to valuing residential real estate-backed securities
Fabozzi, Frank J.
;
Richard, Scott F.
;
Horowitz, David S.
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 443-468)
.
2002
Persistent link: https://www.econbiz.de/10001734187
Saved in:
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