{"id":"https://openalex.org/W1585142244","doi":null,"title":"Valuation of Fixed Income Securities and Derivatives","display_name":"Valuation of Fixed Income Securities and Derivatives","publication_year":1995,"publication_date":"1995-12-01","ids":{"openalex":"https://openalex.org/W1585142244","mag":"1585142244"},"language":"en","primary_location":{"id":"mag:1585142244","doi":null,"is_oa":false,"landing_page_url":"https://ci.nii.ac.jp/ncid/BA29562389","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null},"volume":null,"type":"book","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5055304783","display_name":"Frank J. Fabozzi","orcid":"https://orcid.org/0000-0002-2827-1465","observed_orcids":["https://orcid.org/0000-0002-2827-1465"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Frank J. Fabozzi","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-2827-1465","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5055304783"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.38651994,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":87,"max":95},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.8984000086784363,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.8984000086784363,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.025699999183416367,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.023000000044703484,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/fixed-income-valuation","display_name":"fixed income valuation","score":0.8619999885559082},{"id":"https://openalex.org/keywords/derivatives-pricing","display_name":"derivative pricing","score":0.6809999942779541},{"id":"https://openalex.org/keywords/interest-rate-caps","display_name":"interest rate caps","score":0.9350000023841858},{"id":"https://openalex.org/keywords/interest-rate-floors","display_name":"interest rate floors","score":1.0},{"id":"https://openalex.org/keywords/bond-pricing","display_name":"bond pricing","score":0.7850000262260437},{"id":"https://openalex.org/keywords/interest-rate-derivatives","display_name":"interest rate derivatives","score":0.640999972820282}],"concepts":[{"id":"https://openalex.org/C120310109","wikidata":"https://www.wikidata.org/wiki/Q3239315","display_name":"Fixed income","level":3,"score":0.8675446510314941},{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.6582059860229492},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.49082764983177185},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4875451922416687},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.44587987661361694},{"id":"https://openalex.org/C205664371","wikidata":"https://www.wikidata.org/wiki/Q17050450","display_name":"Income approach","level":3,"score":0.4385346472263336},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.391316682100296},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3687761425971985},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.33722805976867676},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.21707290410995483},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.21440386772155762},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.07620230317115784}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:1585142244","doi":null,"is_oa":false,"landing_page_url":"https://ci.nii.ac.jp/ncid/BA29562389","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7204248404","https://openalex.org/W6988031772","https://openalex.org/W7053647251","https://openalex.org/W6885205358","https://openalex.org/W2993874852","https://openalex.org/W3036866147","https://openalex.org/W3174121212","https://openalex.org/W577704310","https://openalex.org/W643173801","https://openalex.org/W6977369231"],"abstract_inverted_index":{"The":[0],"authoritative":[1],"resource":[2],"for":[3],"understanding":[4],"and":[5,15,26],"practicing":[6],"valuation":[7],"of":[8],"both":[9],"common":[10],"fixed":[11],"income":[12],"investment":[13],"vehicles":[14],"complex":[16],"derivative":[17],"instruments-now":[18],"updated":[19],"to":[20],"cover":[21],"valuing":[22],"interest":[23],"rate":[24],"caps":[25],"floors.":[27]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":2}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2016-06-24T00:00:00"}
