{"product_id":"encyclopedia-of-financial-models-3-volume-set-isbn-9781118006733","title":"Encyclopedia of Financial Models, 3 Volume Set","description":"\u003cp\u003e\u003cb\u003eAn essential reference dedicated to a wide array of financial models, issues in financial modeling, and mathematical and statistical tools for financial modeling\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eThe 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 \u003ci\u003eEncyclopedia of Financial Models\u003c\/i\u003e, 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.\u003c\/p\u003e \u003cp\u003eIncorporating timely research and in-depth analysis, the \u003ci\u003eEncyclopedia of Financial Models\u003c\/i\u003e 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.\u003c\/p\u003e \u003cul\u003e \u003cli\u003eFrank Fabozzi follows up his successful \u003ci\u003e\u003ci\u003e\u003ci\u003eHandbook of Finance \u003c\/i\u003e\u003c\/i\u003e\u003c\/i\u003ewith another major reference work, \u003ci\u003eThe \u003c\/i\u003eEncyclopedia of Financial Models\u003c\/li\u003e \u003cli\u003eCovers the two major topical areas: asset valuation for cash and derivative instruments, and portfolio modeling\u003c\/li\u003e \u003cli\u003eFabozzi explores the critical background tools from mathematics, probability theory, statistics, and operations research needed to understand these complex models\u003c\/li\u003e \u003cli\u003eOrganized 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\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003e\u003cb\u003e3 Volumes\u003c\/b\u003e\u003cbr\u003e\u003cb\u003eonlinelibrary.wiley.com\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eFinancial 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.\u003c\/p\u003e  \u003cp\u003e\u003cb\u003eVOLUME 1\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eAsset Allocation\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eMean-Variance Model for Portfolio Construction\u003c\/p\u003e \u003cp\u003ePrinciples for Optimization for Portfolio SelectionAsset Allocation and Portfolio\u003c\/p\u003e \u003cp\u003eConstruction Modeling in Designing the Optimal Performance-Seeking Portfolio\u003c\/p\u003e \u003cp\u003e\u003cb\u003eAsset Pricing Models\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eGeneral Principles of Asset Pricing\u003c\/p\u003e \u003cp\u003eCapital Asset Pricing Models\u003c\/p\u003e \u003cp\u003eModeling Asset Price Dynamics\u003c\/p\u003e \u003cp\u003eArbitrage Pricing: Finite State Models\u003c\/p\u003e \u003cp\u003eArbitrage Pricing: Continuous State, Continuous Time Models\u003c\/p\u003e \u003cp\u003e\u003cb\u003eBayesian Analysis and Financial Modeling Applications     \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eBasic Principles of Bayesian Analysis\u003c\/p\u003e \u003cp\u003eBayesian Inference\u003c\/p\u003e \u003cp\u003eBayesian Estimation of ARCH-Type Volatillity Models\u003c\/p\u003e \u003cp\u003eBayesian Linear Regression Model\u003c\/p\u003e \u003cp\u003eBayesian Techniques and the Black-Litterman Model\u003c\/p\u003e \u003cp\u003e\u003cb\u003eBond Valuation\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eBond Valuation Modeling\u003c\/p\u003e \u003cp\u003eRelative Value Analysis of Fixed Income Products\u003c\/p\u003e \u003cp\u003eYield Curves and Valuation Lattices\u003c\/p\u003e \u003cp\u003eUsing the Lattice Model to Value Bonds with Embedded Options, Floaters, and Caps\/Floors\u003c\/p\u003e \u003cp\u003eUnderstanding the Building Blocks of OAS Valuation\u003c\/p\u003e \u003cp\u003eQuantitative Models to Value Convertible Bonds\u003c\/p\u003e \u003cp\u003eQuantitative Approaches to Inflation-Indexed Bonds\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCredit Risk Modeling\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eAn Introduction to Credit Risk Models\u003c\/p\u003e \u003cp\u003eDefault Correlations in Intensity Model for Credit Risk Modeling\u003c\/p\u003e \u003cp\u003eStructural Models in Credit Risk Modeling\u003c\/p\u003e \u003cp\u003eModeling Portfolio Credit Risk\u003c\/p\u003e \u003cp\u003eSimulating the Credit Loss Distribution\u003c\/p\u003e \u003cp\u003eManaging Credit Spreak Risk Using Duration Times Spread (DTS)\u003c\/p\u003e \u003cp\u003eCredit Spread Decomposition\u003c\/p\u003e \u003cp\u003eCredit Derviatives and Hedging Credit Risk\u003c\/p\u003e \u003cp\u003e\u003cb\u003eDerivatives Valuation\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eNo-Arbitrage Price Relations for Forwards, Futures and Swaps\u003c\/p\u003e \u003cp\u003eNo-Arbitrage Price Relations for Options\u003c\/p\u003e \u003cp\u003eIntroduction to Contingent Claim Analysis\u003c\/p\u003e \u003cp\u003eBlack-Scholes Option Pricing Model\u003c\/p\u003e \u003cp\u003eBasics of the Pricing of Futures\/Forwards and Options\u003c\/p\u003e \u003cp\u003ePricing Options on Interest Rate Instruments\u003c\/p\u003e \u003cp\u003eBasics of Currency Option Pricing Models\u003c\/p\u003e \u003cp\u003eCredit Default Swaps Valuation\u003c\/p\u003e \u003cp\u003eValuation of Fixed Income Total Return Swaps\u003c\/p\u003e \u003cp\u003ePricing of Variance, Volatility, Covariance, and Correlation Swaps\u003c\/p\u003e \u003cp\u003eModeling, Valuation, and Risk Management of Assets and Derivatives in Energy and Shipping\u003c\/p\u003e \u003cp\u003e\u003cb\u003eVOLUME 2\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eEquity Models and Valuation\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eDividend Discount Models\u003c\/p\u003e \u003cp\u003eDiscounted Cash Flow Method\u003c\/p\u003e \u003cp\u003eRelative Valuation Methods for Equity Analysis\u003c\/p\u003e \u003cp\u003eEquity Analysis in a Complex World\u003c\/p\u003e \u003cp\u003eEquity Portfolio Selection Models in Practice\u003c\/p\u003e \u003cp\u003eQuantitative Equity Investing Fundamentals\u003c\/p\u003e \u003cp\u003eQuantitative Equity Portfolio Management\u003c\/p\u003e \u003cp\u003eForecasting Stock Returns\u003c\/p\u003e \u003cp\u003e\u003cb\u003eFactor Models for Portfolio Construction\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eFactor Models\u003c\/p\u003e \u003cp\u003ePrincipal Component Analysis and Factor Analysis\u003c\/p\u003e \u003cp\u003eMultifactor Equity Risk Models and Their Applications\u003c\/p\u003e \u003cp\u003eFactor-Based Equity Portfolio Construction and Analysis\u003c\/p\u003e \u003cp\u003eCross-Sectional Factor-Based Models and Trading Strategies\u003c\/p\u003e \u003cp\u003eThe Fundamentals of Fundamental Factor Modeling\u003c\/p\u003e \u003cp\u003eApplications of Fundamental Multifactor Equity Risk Models\u003c\/p\u003e \u003cp\u003eMultifactor Fixed Income Risk Models and Their Applications\u003c\/p\u003e \u003cp\u003e\u003cb\u003eFinancial Econometrics\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eScope and Methods of Financial Econometrics\u003c\/p\u003e \u003cp\u003eRegression Analysis: Theory and Estimation\u003c\/p\u003e \u003cp\u003eCategorical and Dummy Variables in Regression Models\u003c\/p\u003e \u003cp\u003eQuantile Regression\u003c\/p\u003e \u003cp\u003eARCH\/GARCH Models in Applied Financial Econometrics\u003c\/p\u003e \u003cp\u003eClassification and Regression Trees and Their Use in Financial Modeling\u003c\/p\u003e \u003cp\u003eCointegration and Its Application in Finance\u003c\/p\u003e \u003cp\u003eNonlinearity and Nonlinear Econometric  Models in Finance\u003c\/p\u003e \u003cp\u003eRobust Estimates of Betas and Correlations\u003c\/p\u003e \u003cp\u003eWorking with High-Frequency Data \u003c\/p\u003e \u003cp\u003e\u003cb\u003eFinancial Modeling Principles\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eMilestones in Financial Modeling\u003c\/p\u003e \u003cp\u003eFrom Art to Financial Modeling\u003c\/p\u003e \u003cp\u003eBasic Data Description for Financial Modeling and Analysis\u003c\/p\u003e \u003cp\u003eTime Series Concepts, Representations, and Models\u003c\/p\u003e \u003cp\u003eExtracting Risk-Neutral Density information From Options Market Prices\u003c\/p\u003e \u003cp\u003e\u003cb\u003eFinancial Statements Analysis\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eFinancial Ratio Analysis\u003c\/p\u003e \u003cp\u003eFinancial Statements\u003c\/p\u003e \u003cp\u003eCash Flow Analysis\u003c\/p\u003e \u003cp\u003e\u003cb\u003eFinite Mathematics for Financial Modeling\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eImportant Functions and Their Features\u003c\/p\u003e \u003cp\u003eTime Value of Money\u003c\/p\u003e \u003cp\u003eFundamentals of Matrix Algebra\u003c\/p\u003e \u003cp\u003eDifference equations\u003c\/p\u003e \u003cp\u003eDifferential Equations\u003c\/p\u003e \u003cp\u003ePartial Differential Equations in Finance\u003c\/p\u003e \u003cp\u003e\u003cb\u003eModel Risk and Selection\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eModel Risk\u003c\/p\u003e \u003cp\u003eModel Selection and Its Pitfalls\u003c\/p\u003e \u003cp\u003eManaging the Model Risk with the Methods of the Probabilitistic Decision Theory: A Primer\u003c\/p\u003e \u003cp\u003eFat Tail Models\u003c\/p\u003e \u003cp\u003e\u003cb\u003eVOLUME 3\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eMortgage-Backed Securities Analysis and Valuation\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eValuing Mortgage-Backed and Asset-Backed Securities\u003c\/p\u003e \u003cp\u003eThe Active-Passive Decomposition Model for MBS\u003c\/p\u003e \u003cp\u003eAnalysis of Nonagency Mortgage-Backed Securities\u003c\/p\u003e \u003cp\u003eMeasurements of Prepayments for Residential Mortgage Backed Securities\u003c\/p\u003e \u003cp\u003ePrepayments and Factors Influencing the Return of Principal for Residential Mortgage Backed Securities\u003c\/p\u003e \u003cp\u003e\u003cb\u003eOperational Risk\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eOperational Risk\u003c\/p\u003e \u003cp\u003eModeling Operational Loss Distributions\u003c\/p\u003e \u003cp\u003eOperational Risk Models\u003c\/p\u003e \u003cp\u003e\u003cb\u003eOptimization Tools\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eIntroduction to Stochastic Programming and Its Applications to Finance\u003c\/p\u003e \u003cp\u003eRobust Portfolio Optimization\u003c\/p\u003e \u003cp\u003e\u003cb\u003eProbability Theory\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eConcepts of Probability Theory\u003c\/p\u003e \u003cp\u003eDiscrete  Probabilty Distributions\u003c\/p\u003e \u003cp\u003eContinuous Distributions\u003c\/p\u003e \u003cp\u003eContinuous Distributions with Appealing Properties\u003c\/p\u003e \u003cp\u003eContinuous Probability Distributions Dealing with Extreme Events\u003c\/p\u003e \u003cp\u003eStable and Tempered Stable Distributions\u003c\/p\u003e \u003cp\u003eFat Tails, Scaling, and Stable Laws\u003c\/p\u003e \u003cp\u003eCopulas\u003c\/p\u003e \u003cp\u003eApplications of Order Statistics to Risk Management Problems\u003c\/p\u003e \u003cp\u003e\u003cb\u003eRisk Measures\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eMeasuring Interest Rate Risk: Effective Duration and Convexity\u003c\/p\u003e \u003cp\u003eYield Curve Risk Measures\u003c\/p\u003e \u003cp\u003eValue at Risk\u003c\/p\u003e \u003cp\u003eAverage Value at Risk\u003c\/p\u003e \u003cp\u003eRisk Measures and Portfolio Selection\u003c\/p\u003e \u003cp\u003eBack-Testing Market Risk Models\u003c\/p\u003e \u003cp\u003eEstimating Liquidity Risks\u003c\/p\u003e \u003cp\u003eEstimate of Downside Risk with Fat-Tailed and Skewed Models\u003c\/p\u003e \u003cp\u003eMoving Average Models for Volatility and Correlation, and Covariance Matrices\u003c\/p\u003e \u003cp\u003e\u003cb\u003eSoftware for Financial Modeling\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eIntroduction to MATLAB\u003c\/p\u003e \u003cp\u003eIntroduction to VBA\u003c\/p\u003e \u003cp\u003eStochastic Processes and Tools\u003c\/p\u003e \u003cp\u003eStochastic Integrals\u003c\/p\u003e \u003cp\u003eStochastic Differential Equations\u003c\/p\u003e \u003cp\u003eStochastic Processes in Continuous Time\u003c\/p\u003e \u003cp\u003eConditional Expectation and Change of Measure\u003c\/p\u003e \u003cp\u003eChange of Time Methods\u003c\/p\u003e \u003cp\u003e\u003cb\u003eTerm Structure Modeling\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eThe Concept and Measures of Interest Rate Volatility\u003c\/p\u003e \u003cp\u003eShort-Rate Term Structure Models\u003c\/p\u003e \u003cp\u003eStatic Term-Structure Modeling in Discrete and Continuous Time\u003c\/p\u003e \u003cp\u003eThe Dynamic Term-Structure Model\u003c\/p\u003e \u003cp\u003eEssential Classes of Interest Rate Models and Their Use\u003c\/p\u003e \u003cp\u003eA Review of No Arbitrage Interest Rate Models and Their Use\u003c\/p\u003e \u003cp\u003e\u003cb\u003eTrading Cost Models\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eModeling Market Impact Costs\u003c\/p\u003e \u003cp\u003e\u003cb\u003eVolatility\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eMonte Carlo Simulation\u003c\/p\u003e \u003cp\u003eStochastic Volatility\u003c\/p\u003e \u003cb\u003eFrank J. Fabozzi\u003c\/b\u003e, PhD, CFA, CPA (New Hope, PA) is Professor of Finance at the Yale School of Management. Prior to joining the Yale faculty, he was a Visiting Professor of Finance in the Sloan School at MIT. Fabozzi is a Fellow of the International Center for Finance at Yale University and the Editor of the \u003ci\u003eJournal of Portfolio Management\u003c\/i\u003e and Associate Editor of the \u003ci\u003eJournal of Fixed Income\u003c\/i\u003e.  He is an Affiliated Profes­sor at the University of Karlsruhe’s Institute of Statistics, Econometrics and Mathematical Finance and on the Advisory Council for the Department of Operations Research and Financial Engineering at Princeton University.","brand":"Wiley","offers":[{"title":"Default Title","offer_id":47989129609445,"sku":"NP9781118006733","price":1215.0,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/1842\/7735\/files\/9781118006733.jpg?v=1761782915","url":"https:\/\/k12savings.com\/es\/products\/encyclopedia-of-financial-models-3-volume-set-isbn-9781118006733","provider":"K12savings","version":"1.0","type":"link"}