encyclopedia of financial models 3 volume set

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Encyclopedia Of Financial Models 3 Volume Set

Author : Frank J. Fabozzi
ISBN : 9781118539958
Genre : Business & Economics
File Size : 86. 65 MB
Format : PDF, ePub
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An essential reference dedicated to a wide array of financial models, issues in financial modeling, and mathematical and statistical tools for financial modeling The need for serious coverage of financial modeling has never been greater, especially with the size, diversity, and efficiency of modern capital markets. With this in mind, the Encyclopedia of Financial Models, 3 Volume Set has been created to help a broad spectrum of individuals—ranging from finance professionals to academics and students—understand financial modeling and make use of the various models currently available. Incorporating timely research and in-depth analysis, the Encyclopedia of Financial Models is an informative 3-Volume Set that covers both established and cutting-edge models and discusses their real-world applications. Edited by Frank Fabozzi, this set includes contributions from global financial experts as well as academics with extensive consulting experience in this field. Organized alphabetically by category, this reliable resource consists of three separate volumes and 127 entries—touching on everything from asset pricing and bond valuation models to trading cost models and volatility—and provides readers with a balanced understanding of today's dynamic world of financial modeling. Frank Fabozzi follows up his successful Handbook of Finance with another major reference work, The Encyclopedia of Financial Models Covers the two major topical areas: asset valuation for cash and derivative instruments, and portfolio modeling Fabozzi explores the critical background tools from mathematics, probability theory, statistics, and operations research needed to understand these complex models Organized alphabetically by category, this book gives readers easy and quick access to specific topics sorted by an applicable category among them Asset Allocation, Credit Risk Modeling, Statistical Tools 3 Volumes http://onlinelibrary.wiley.com/book/10.1002/9781118182635 Financial models have become increasingly commonplace, as well as complex. They are essential in a wide range of financial endeavors, and this 3-Volume Set will help put them in perspective.

Portfolio Construction And Analytics

Author : Frank J. Fabozzi
ISBN : 9781119238164
Genre : Business & Economics
File Size : 50. 48 MB
Format : PDF, Kindle
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A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and Analytics provides an up-to-date understanding of the analytic investment process for students and professionals alike. With complete and detailed coverage of portfolio analytics and modeling methods, this book is unique in its multi-disciplinary approach. Investment analytics involves the input of a variety of areas, and this guide provides the perspective of data management, modeling, software resources, and investment strategy to give you a truly comprehensive understanding of how today's firms approach the process. Real-world examples provide insight into analytics performed with vendor software, and references to analytics performed with open source software will prove useful to both students and practitioners. Portfolio analytics refers to all of the methods used to screen, model, track, and evaluate investments. Big data, regulatory change, and increasing risk is forcing a need for a more coherent approach to all aspects of investment analytics, and this book provides the strong foundation and critical skills you need. Master the fundamental modeling concepts and widely used analytics Learn the latest trends in risk metrics, modeling, and investment strategies Get up to speed on the vendor and open-source software most commonly used Gain a multi-angle perspective on portfolio analytics at today's firms Identifying investment opportunities, keeping portfolios aligned with investment objectives, and monitoring risk and performance are all major functions of an investment firm that relies heavily on analytics output. This reliance will only increase in the face of market changes and increased regulatory pressure, and practitioners need a deep understanding of the latest methods and models used to build a robust investment strategy. Portfolio Construction and Analytics is an invaluable resource for portfolio management in any capacity.

The Basics Of Financial Econometrics

Author : Frank J. Fabozzi
ISBN : 9781118727232
Genre : Business & Economics
File Size : 27. 54 MB
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An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance. The techniques of financial econometrics facilitate the development and management of new financial instruments by providing models for pricing and risk assessment. In short, financial econometrics is an indispensable component to modern finance. The Basics of Financial Econometrics covers the commonly used techniques in the field without using unnecessary mathematical/statistical analysis. It focuses on foundational ideas and how they are applied. Topics covered include: regression models, factor analysis, volatility estimations, and time series techniques. Covers the basics of financial econometrics—an important topic in quantitative finance Contains several chapters on topics typically not covered even in basic books on econometrics such as model selection, model risk, and mitigating model risk Geared towards both practitioners and finance students who need to understand this dynamic discipline, but may not have advanced mathematical training, this book is a valuable resource on a topic of growing importance.

Quantitative Equity Investing

Author : Frank J. Fabozzi
ISBN : 0470617527
Genre : Business & Economics
File Size : 52. 53 MB
Format : PDF, ePub, Docs
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A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios. Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm address the essential elements of this discipline, including financial model building, financial engineering, static and dynamic factor models, asset allocation, portfolio models, transaction costs, trading strategies, and much more. They also provide ample illustrations and thorough discussions of implementation issues facing those in the investment management business and include the necessary background material in probability, statistics, and econometrics to make the book self-contained. Written by a solid author team who has extensive financial experience in this area Presents state-of-the art quantitative strategies for managing equity portfolios Focuses on the implementation of quantitative equity asset management Outlines effective analysis, optimization methods, and risk models In today's financial environment, you have to have the skills to analyze, optimize and manage the risk of your quantitative equity investments. This guide offers you the best information available to achieve this goal.

Interest Rate Term Structure And Valuation Modeling

Author : Frank J. Fabozzi, CFA
ISBN : 0471220949
Genre : Business & Economics
File Size : 68. 51 MB
Format : PDF, Docs
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This ultimate guide contains an excellent blend of theory and practice This comprehensive guide covers various aspects of model building for fixed income securities and derivatives. Filled with expert advice, valuable insights, and advanced modeling techniques, Interest Rate, Term Structure, and Valuation Modeling is a book that all institutional investors, portfolio managers, and risk professionals should have. John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series. Comprising nearly 100 titles-which include numerous bestsellers—The Frank J. Fabozzi Series is a key resource for finance professionals and academics, strategists and students, and investors. The series is overseen by its eponymous editor, whose expert instruction and presentation of new ideas have been at the forefront of financial publishing for over twenty years. His successful career has provided him with the knowledge, insight, and advice that has led to this comprehensive series. Frank J. Fabozzi, PhD, CFA, CPA, is Editor of the Journal of Portfolio Management, which is read by thousands of institutional investors, as well as editor or author of over 100 books on finance for the professional and academic markets. Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University's School of Management and on the board of directors of the Guardian Life family of funds and the Black Rock complex of funds.

Encyclopedia Of Sleep

Author :
ISBN : 9780123786111
Genre : Science
File Size : 64. 31 MB
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In a world of 24-hour media saturation, sleep has become an increasingly fraught enterprise. The award-winning four-volume Encyclopedia of Sleep is the largest reference, either online or in print, on the subject of sleep. Written to be useful for the novice and the established researcher and clinician, Topic areas will include sleep across the life cycle and in other species, sleep and women, sleep and the elderly, pediatric sleep, sleep deprivation and loss, sleep mechanisms, sleep physiology and pathophysiology, sleep disorders, neurobiology, chronobiology, pharmacology, and impact of other disorders on sleep. Recognizing the many fields that are connected to sleep science, the editorial team has been carefully chosen to do justice to this highly interdisciplinary field of study. The steady growth of researchers and clinicians in the sleep field attests to the continued interest in the scientific study of sleep and the management of patients with sleep disorders, and anyone involved in this exciting field should find this work to be an invaluable reference. 2013 PROSE Award winner for Multivolume Reference in Science from the Association of American Publishers Thoroughly interdisciplinary: looks at sleep throughout the life cycle, with exceptional coverage of basic sleep concepts, the physiology of sleep as well as sleep disorders of all descriptions Excellent coverage of sleep and special populations, covering the lifespan, as well as gender and ethnic differences, among others Chapters focusing on sleep disorders are grouped under the broad categories classified in the ICSD-2 for clear organization so that the reader can effectively access the steps involved in diagnosing and treating these disorders Online version is linked both within the encyclopedia (to related content) and to external sources (such as primary journal content) so that users have easy access to more detailed information if needed

Encyclopedia Of African History 3 Volume Set

Author : Kevin Shillington
ISBN : 9781135456696
Genre : History
File Size : 43. 21 MB
Format : PDF, ePub, Mobi
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Covering the entire continent from Morocco, Libya, and Egypt in the north to the Cape of Good Hope in the south, and the surrounding islands from Cape Verde in the west to Madagascar, Mauritius, and Seychelles in the east, the Encyclopedia of African History is a new A-Z reference resource on the history of the entire African continent. With entries ranging from the earliest evolution of human beings in Africa to the beginning of the twenty-first century, this comprehensive three volume Encyclopedia is the first reference of this scale and scope. Also includes 99 maps.

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