-
Portfolio Construction and Analytics
Author Dessislava A. Pachamanova , Frank J. Fabozzi
A detailed, multi-disciplinary approach to investment analyticsPortfolio 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 analyt....
Release Date 2016/04 -
The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications
Author Svetlozar T. Rachev , Frank J. Fabozzi , Markus Hoechstoetter , Sergio M. Focardi
An accessible guide to the growing field of financial econometricsAs 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 techniq....
Release Date 2014/03 -
Mathematical Methods for Finance: Tools for Asset and Risk Management
Author Turan G. Bali , Frank J. Fabozzi , CFA , Sergio M. Focardi
The mathematical and statistical tools needed in the rapidly growing quantitative finance fieldWith the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools fo....
Release Date 2013/09 -
Encyclopedia of Financial Models I
Author Frank J. Fabozzi
An essential reference dedicated to a wide array of financial models, issues in financial modeling, and mathematical and statistical tools for financial modelingThe need for serious coverage of financial modeling has never been greater, especially with the size, div....
Release Date 2012/12 -
Encyclopedia of Financial Models II
Author Frank J. Fabozzi
An essential reference dedicated to a wide array of financial models, issues in financial modeling, and mathematical and statistical tools for financial modelingThe need for serious coverage of financial modeling has never been greater, especially with the size, div....
Release Date 2012/12 -
Encyclopedia of Financial Models, 3 Volume Set
Author Frank J. Fabozzi
An essential reference dedicated to a wide array of financial models, issues in financial modeling, and mathematical and statistical tools for financial modelingThe need for serious coverage of financial modeling has never been greater, especially with the size, div....
Release Date 2012/11 -
Encyclopedia of Financial Models III
Author Frank J. Fabozzi
An essential reference dedicated to a wide array of financial models, issues in financial modeling, and mathematical and statistical tools for financial modelingThe need for serious coverage of financial modeling has never been greater, especially with the size, div....
Release Date 2012/11 -
Analysis of Financial Statements, 3rd Edition
Author CFA Frank J. Fabozzi , Pamela Peterson Drake
The fully update Third Edition of the most trusted book on financial statement analysisRecent financial events have taught us to take a more critical look at the financial disclosures provides by companies. In the Third Edition of Analysis of Financial Statements, P....
Release Date 2012/11 -
The Handbook of Fixed Income Securities, Eighth Edition, 8th Edition
Author Steven V. Mann , Frank J. Fabozzi
The Definitive Guide to Fixed Income Securities—Revised and Updated for the New Era of InvestingFor decades, The Handbook of Fixed Income Securities has been the most trusted resource in the world for fixed income investing. Since the publication of the last editio....
Release Date 2011/12 -
Author Guofu Zhou , Edwin H. Neave , Frank J. Fabozzi
Financial Economics has quickly established itself as a strong and growing market. Financial Economics by Frank Fabozzi, Ted Neave, and Gaofu Zhou presents an introduction to basic financial ideas through a strong grounding in microeconomic theory. This calculus bas....
Release Date 2011/11 -
Equity Valuation and Portfolio Management
Author Harry M. Markowitz , Frank J. Fabozzi
A detailed look at equity valuation and portfolio managementEquity valuation is a method of valuing stock prices using fundamental analysis to determine the worth of the business and discover investment opportunities.In Equity Valuation and Portfolio Management Fran....
Release Date 2011/10 -
Mortgage-Backed Securities: Products, Structuring, and Analytical Techniques, 2nd Edition
Author William S. Berliner , Anand K. Bhattacharya , Frank J. Fabozzi
An up-to-date look at the latest innovations in mortgage-backed securitiesSince the last edition of Mortgage-Backed Securities was published over three years ago, much has changed in the structured credit market. Frank Fabozzi, Anand Bhattacharya, and William Berlin....
Release Date 2011/09 -
Author Harry M. Markowitz , Frank J. Fabozzi
An updated guide to the theory and practice of investment managementMany books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in practice while stressing t....
Release Date 2011/04 -
Author Steven V. Man , Frank J. Fabozzi
A comprehensive introduction to the key concepts of fixed income analyticsThe First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrat....
Release Date 2010/10 -
Leveraged Finance: Concepts, Methods, and Trading of High-Yield Bonds, Loans, and Derivatives
Author FRANK J. FABOZZI , DOUGLAS J. LUCAS , STEPHEN J. ANTCZAK
A timely guide to today's high-yield corporate debt markets Leveraged Finance is a comprehensive guide to the instruments and markets that finance much of corporate America. Presented in five sections, this experienced author team covers topics ranging from the bas....
Release Date 2009/07 -
Finance: Capital Markets, Financial Management, and Investment Management
Author PAMELA PETERSON DRAKE , FRANK J. FABOZZI
Created by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, Finance examines the essential elements of this discipline and makes them accessible to a wide array of readers-from seasoned veterans looking for a review to newcomers needing to get....
Release Date 2009/06 -
Handbook of Finance: Financial Markets and Instruments
Author Frank J. Fabozzi
Volume I: Financial Markets and Instruments skillfully covers the general characteristics of different asset classes, derivative instruments, the markets in which financial instruments trade, and the players in those markets. It also addresses the role of financial ....
Release Date 2008/08 -
Introduction to Securitization
Author VINOD KOTHARI , FRANK J. FABOZZI
Introduction to Securitization outlines the basics of securitization, addressing applications for this technology to mortgages, collateralized debt obligations, future flows, credit cards, and auto loans. The authors present a comprehensive overview of the topic bas....
Release Date 2008/07 -
The Handbook of Commodity Investing
Author DIETER G. KAISER , ROLAND FÜSS , FRANK J. FABOZZI
Filled with a comprehensive collection of information from experts in the commodity investment industry, this detailed guide shows readers how to successfully incorporate commodities into their portfolios. Created with both the professional and individual investor i....
Release Date 2008/07 -
Subprime Mortgage Credit Derivatives
Author FRANK J. FABOZZI , THOMAS A. ZIMMERMAN , DOUGLAS J. LUCAS , SHUMIN LI , LAURIE S. GO
Mortgage credit derivatives are a risky business, especially of late. Written by an expert author team of UBS practitioners-Laurie Goodman, Shumin Li, Douglas Lucas, and Thomas Zimmerman-along with Frank Fabozzi of Yale University, Subprime Mortgage Credit Derivativ....
Release Date 2008/06 -
Structured Products and Related Credit Derivatives: A Comprehensive Guide for Investors
Author BRIAN P. LANCASTER , FRANK J. FABOZZI , GLENN M. SCHULTZ
Filled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects of structured assets and credit derivatives. Written over a period spanning the greatest bull market in str....
Release Date 2008/04 -
Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis
Author FRANK J. FABOZZI , SVETLOZAR T. RACHEV , ANNA S. CHERNOBAI
While operational risk has long been regarded as a mere part of "other" risks--outside the realm of credit and market risk--it has quickly made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway, many fi....
Release Date 2007/06 -
Fixed Income Analysis, Second Edition
Author Frank J. Fabozzi
In the Second Edition of Fixed Income Analysis, financial expert Frank Fabozzi and a team of knowledgeable contributors provide complete coverage of the most important issues in fixed income analysis.Now, in Fixed Income Analysis, Second Edition, Fabozzi offers you ....
Release Date 2007/01 -
Introduction to Structured Finance
Author HENRY A. DAVIS , MOORAD CHOUDHRY , FRANK J. FABOZZI
Created by the experienced author team of Frank Fabozzi, Henry Davis, and Moorad Choudhry, Introduction to Structured Finance examines the essential elements of this discipline. It is a convenient reference guide—which covers all the important transaction types in o....
Release Date 2006/10 -
Collateralized Debt Obligations: Structures and Analysis, Second Edition
Author FRANK J. FABOZZI , LAURIE S. GOODMAN , DOUGLAS J. LUCAS
Since first edition's publication, the CDO market has seen tremendous growth. As of 2005, $1.1 trillion of CDOs were outstanding -- making them the fastest-growing investment vehicle of the last decade. To help you keep up with this expanding market and its various....
Release Date 2006/05 -
The Handbook of Financial Instruments
Author Frank J. Fabozzi
An investor's guide to understanding and using financial instrumentsThe Handbook of Financial Instruments provides comprehensive coverage of a broad range of financial instruments, including equities, bonds (asset-backed and mortgage-backed securities), derivative....
Release Date 2002/08