George M. Jabbour
Affiliations: | The George Washington University, Washington, DC, United States |
Area:
FinanceGoogle:
"George Jabbour"Children
Sign in to add trainee| Yi-Kang Liu | grad student | 2005 | The George Washington University |
| Mircea Petrescu | grad student | 2007 | The George Washington University |
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Publications
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| Jabbour GM, Yu SK, Kramin MV, et al. (2014) Structural default modeling: A hybrid based approach Journal of Fixed Income. 23: 33-49 |
| Jabbour GM, Liu Y. (2011) Option Pricing And Monte Carlo Simulations Journal of Business & Economics Research. 3 |
| Jabbour GM, Liu Y. (2011) The Effect Of Tax Rate Change On Dividend Payout Journal of Business & Economics Research. 2 |
| Jabbour GM, Kramin MV, Young SD. (2011) A Generalization Of Lattice Specifications For Currency Options Journal of Business & Economics Research. 1 |
| Jabbour GM, Kramin MV, Young SD. (2010) Structural default modeling: A lattice-based approach Journal of Derivatives. 17: 44-53 |
| Jabbour GM, Kramin MV, Young SD. (2008) Nth‐to‐default swaps: valuation and analysis Managerial Finance. 35: 25-47 |
| Liu Y, Jabbour GM, Green RK. (2007) The Performance of Option-Based Default Risk Models on Commercial Mortgages: An Empirical Investigation The Journal of Fixed Income. 17: 63-76 |
| Jabbour GM, Kramin MV, Young SD. (2001) Two‐State Option Pricing: Binomial Models Revisited Journal of Futures Markets. 21: 987-1001 |
| Jabbour GM, Sachlis JM. (1993) Hedging risk on futures contracts under stochastic interest rates Journal of Futures Markets. 13: 55-60 |
| Ingber L, Wehner MF, Jabbour GM, et al. (1991) Application of statistical mechanics methodology to term-structure bond-pricing models Mathematical and Computer Modelling. 15: 77-98 |