//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~language:"eng"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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
Search:
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
CAPM
2
Hedging
2
Beta risk
1
Betafaktor
1
Currency derivative
1
Derivat
1
Derivative
1
Estimation theory
1
Immobilien
1
Immobilienmarkt
1
Immobilienpreis
1
Interest rate derivative
1
Real estate
1
Real estate market
1
Real estate price
1
Schätztheorie
1
Stochastic process
1
Stochastischer Prozess
1
Währungsderivat
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
negative interest rates
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Language
All
English
Author
All
Fabozzi, Frank J.
Hull, John
12
White, Alan
11
Chen, Son-nan
7
Wu, Ting-pin
7
Figlewski, Stephen
6
Kupiec, Paul H.
6
Boyle, Phelim P.
5
Jarrow, Robert A.
5
Rosenberg, Joshua V.
5
Tian, Yisong Sam
5
Bernard, Carole
4
Ederington, Louis H.
4
Engle, Robert F.
4
Kritzman, Mark
4
Pelsser, Antoon André Jean
4
Poulsen, Rolf
4
Rich, Don R.
4
Ritchken, Peter H.
4
Wei, Jason
4
Wu, Liuren
4
Carr, Peter
3
Chaput, J. Scott
3
Chen, Ren-Raw
3
Christie-David, Rohan
3
Christoffersen, Peter F.
3
Costabile, Massimo
3
Crouhy, Michel
3
Dowd, Kevin
3
Galai, Dan
3
Glasserman, Paul
3
Jacobs, Kris
3
Klein, Peter
3
Lehnert, Thorsten
3
Newton, David P.
3
Orosi, Greg
3
Rebonato, Riccardo
3
Russo, Emilio
3
Schoutens, Wim
3
Simon, David P.
3
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
International journal of theoretical and applied finance
12
Applied economics
10
Journal of banking & finance
10
European journal of operational research : EJOR
9
Finance research letters
8
The journal of fixed income : JFI
8
Applied financial economics
7
Computational economics
6
International review of financial analysis
6
Economics letters
5
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
4
The journal of asset management
4
The journal of structured finance
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
Applied financial economics letters
3
Insurance / Mathematics & economics
3
Journal / The Capco Institute : journal of financial transformation
3
Review of quantitative finance and accounting
3
The journal of financial research
3
Annals of economics and finance
2
Annals of finance
2
Applied mathematical finance
2
Emerging markets review
2
Energy economics
2
Financial analysts' journal : FAJ
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of pension economics and finance
2
Mathematical methods of operations research
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Evolution of real estate derivatives and their pricing
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10012306146
Saved in:
2
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
3
Calibrating short interest rate models in negative rate environments
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 80-92
Persistent link: https://www.econbiz.de/10011687429
Saved in:
4
On the estimation of the SABR model's beta parameter : the role of hedging in determining the beta parameter
Zhang, Mengfei
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011687328
Saved in:
5
Stochastic alpha-beta-rho hedging for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->