With the growth in quantitative finance, financial econometrics has emerged as vitally important field, providing the analytical models to address complex financial product structures, valuation, and
This book fills provides a high-level overview of the analytics process at investment firms from multiple angles: the data management side, the modeling side, the software resources side, and the inve
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 financ
Volume 1 of the Encyclopedia of Financial Models covers both established and cutting-edge models and discusses their real-world applications. Edited by Frank Fabozzi, this volume includes contribut
Volume 2 of the Encyclopedia of Financial Models The need for serious coverage of financial modeling has never been greater, especially with the size, diversity, and efficiency of modern capital
Volume 3 of the Encyclopedia of Financial Models covers both established and cutting-edge models and discusses their real-world applications. Edited by Frank Fabozzi, this volume includes contribut
Financial Economics has quickly established itself as a strong and growing market. Introduction to Financial Economics by Frank Fabozzi, Ted Neave, and Gaofu Zhou presents an introduction to basic fin
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 investme
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 cr
An updated guide to the theory and practice of investment management Many books focus on the theory of investment management and leave the details of the implementation of the theory up to you. Th
To remain a competitive fixed income investor, both seasoned professionals and newcomers must stay up to date and knowledgeable about this continually evolving field.Nobody understands this better th
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
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
Introduction to Securitization outlines the basics of securitization, addressing applications for this technology to mortgages, collateralized debt obligations, future flows, credit cards, and auto lo
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 portfo
This must-have reference covers all of the major areas of cost accounting and analysis including product costing, relevant costs, cost-volume analysis, performance evaluation, transfer pricing, and ca
Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and ref
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.
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 re
An inside look at modern approaches to modeling equity portfolios Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intend
In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and ris
In Securities Finance, editors Frank Fabozzi and Steven Mann assemble a group of prominent practitioners in the securities finance industry to provide readers with an enhanced understanding of the var
The latest theoretical and empirical evidence on short selling in the United States and throughout the world To get the most success out of what the finance community regards as a risky business,
A well-rounded guide for those interested in European financial marketsWith the advent of the euro and formation of the European Union, financial markets on this continent are slowly beginning to gain
A Comprehensive Guide to All Aspects of Fixed Income SecuritiesFixed Income Securities, Second Edition sets the standard for a concise, complete explanation of the dynamics and opportunities inherent
A collection of articles from various professionals, discussing the details of investing in asset-backed securities. Main topics addressed include non-real estate backed ABS, collateralized debt oblig
In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on differ
With investors flocking to Wall Street in an attempt to beat today's turbulent market, Fabozzi and Grant show you how to stay focused and create a solid equity portfolio in Equity Management. This com
Real Estate-Backed Securities provides today's most concise yet comprehensive understanding of passive real estate investing. Issues discussed include agency passthrough securities and mortgage strips
The fastest growing sector of the asset-backed securities market is the collateralized debt obligation (CDO) market. CDOs are securities backed by a pool of diversified assets and are referred to as c
This innovative collection, written by securitization professionals and edited by finance guru Frank Fabozzi, thoroughly explains the basics and the mechanics of securitization and shows how securitiz
Credit analysis is an important factor in judging investment value. Fundamentally sound credit analysis can offer more insight into the value of an investment and lead to greater profits. This study p
Frank Fabozzi leads an international team of fixed income experts in analyzing subjects varying from active portfolio management against an index to credit analysis and debt covenants in emerging mark
Commercial mortgage-backed securities (CMBS)-securitizations of mortgage loans backed by commercial real estate-have become compelling devices for fixed income investing. This title, edited by renowne
Floating-Rate Securities is the only complete resource on "floaters" that fills the information void surrounding these complex securities. It explains the basics of floating rate securities, how to va
Investors, shareholders, and corporate leaders looking for an edge in today's New Economy are moving beyond traditional accounting yardsticks toward new means of gauging performance and profitability.
Frank Fabozzi and Chuck Ramsey update their treatise on nonagency mortgage backed securities in this third edition of The Handbook of Nonagency Mortgage Backed Securities. Focused on an important inve
Financial experts Chuck Ramsey and Frank Ramirez join Frank Fabozzi for the third edition of Collateralized Mortgage Obligations: Structure & Analysis. Because of the complexity and the risk associate
Duration, Convexity and other Bond Risk Measures offers the most comprehensive coverage of bond risk measures available. Financial expert Frank Fabozzi walks you through every aspect of bond risk meas
Issuer Perspectives on Securitization provides insight into the basics of securitization as well as more advanced techniques such as nontraditional asset-backed securities, transactional due diligence
