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pro vyhledávání: '"Frank J. Fabozzi"'
Autor:
Frank J. Fabozzi
Publikováno v:
Financial Analysts Journal. 61:27-40
The largest sector of the U.S. investment-grade fixed-income market is structured products—mortgage-backed securities and asset-backed securities. Issues and challenges currently facing investors who participate in this market sector include legal
Autor:
Frank J. Fabozzi, Ravi E. Dattatreya
Publikováno v:
Financial Analysts Journal. 51:45-54
The duration of a fixed-income asset (or liability) is a measure of its price sensitivity relative to its own yield. It is well recognized that duration fails to capture the exposure of a portfolio to changes in the shape of the yield curve. This for
Publikováno v:
Financial Analysts Journal. 49:35-46
To value such a bond, one must consider the volatility of interest rates, as their volatility will affect the possibility of the call option being exercised One can do so by constructing a binomial interest rate tree that models the random evolution
Autor:
Bruce M. Collins, Frank J. Fabozzi
Publikováno v:
Financial Analysts Journal. 47:27-36
(1991). A Methodology for Measuring Transaction Costs. Financial Analysts Journal: Vol. 47, No. 2, pp. 27-36, 44.
Autor:
Frank J. Fabozzi, Bruce M. Collins
Publikováno v:
Financial Analysts Journal. 46:40-46
Autor:
Frank J. Fabozzi, Sylvan G. Feldstein
Publikováno v:
Financial Analysts Journal. 41:71-76