Author: Frank J. Fabozzi
Publisher: Wiley
Keywords: management, frank, fabozzi, series, risk, modeling, fixed, income, valuation, advances
Number of Pages: 391
Published: 1997-01-01
List price: $89.95
ISBN-10: 1883249171
ISBN-13: 9781883249175

Advances in Fixed Income Valuation Modeling and Risk Management provides in-depth examinations by thirty-one expert research and opinion leaders on topics such as: problems encountered in valuing interest rate derivatives, tax effects in U.S. government bond markets, portfolio risk management, valuation of treasury bond futures contract’s embedded options, and risk analysis of international bonds.

Authors:Frank J. Fabozzi, Moorad Choudhry,
Publisher: Wiley
Keywords: frank, fabozzi, series, securities, income, european, fixed, handbook
Number of Pages: 1024
Published: 2003-12-24
List price: $129.95
ISBN-10: 0471430390
ISBN-13: 9780471430391

The Handbook of European Fixed Income Securities is the first comprehensive guide to this important and diverse capital market. It is essential reading for all investors with an interest in European bond markets, as well as a vital reference work for traders, marketers, and risk managers. Featuring contributions from over thirty internationally recognized experts in the field of debt finance and derivatives, this book covers every aspect of the European bond markets. Filled with in-depth insights and practical advice, The Handbook of European Fixed Income Securities includes: The basics of bon

Authors:Frank J. Fabozzi, Henry A. Davis, Moorad Choudhry,
Publisher: Wiley
Keywords: fabozzi, series, frank, finance, structured, introduction
Number of Pages: 400
Published: 2006-10-20
List price: $85.00
ISBN-10: 0470045353
ISBN-13: 9780470045350

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 one place—and an excellent opportunity to enhance your understanding of finance.

Authors:Pamela Peterson Drake, Frank J. Fabozzi,
Publisher: Wiley
Keywords: frank, fabozzi, series, money, value, applications, time, foundations
Number of Pages: 298
Published: 2009-09-08
List price: $60.00
ISBN-10: 0470407360
ISBN-13: 9780470407363

Comprehensive coverage of the time value of money In this book, authors Pamela Peterson Drake and Frank Fabozzi fully expand upon the type of time value of money (TVM) concepts usually presented as part of overviews given in other general finance books. Various TVM concepts and theories are discussed, with the authors offering many examples throughout each chapter that serve to reinforce the tools and techniques covered. Problems and detailed solutions-demonstrated using two different financial calculators, as well as Excel-are also provided at the end of each chapter, while glossary terms are

Authors:Frank J. Fabozzi CFA, Moorad Choudhry,
Publisher: Wiley
Keywords: frank, fabozzi, series, products, financial, european, structured, handbook
Number of Pages: 800
Published: 2004-03-02
List price: $129.95
ISBN-10: 0471484156
ISBN-13: 9780471484158

Securitisation has been one of the most exciting developments in fixed-income markets, perfectly illustrating the dynamic and flexible nature of the market itself. The application of securitisation techniques has given rise to "structured finance" securities, which now encompass a wide class of products, each of which deserves separate treatment in its own right. The Handbook of European Structured Financial Products is the first comprehensive guide to this ever-expanding market. The detailed information contained within these pages is aimed at practitioners--including bankers, insurers, and i

Authors:Sergio M. Focardi, Frank J. Fabozzi CFA,
Publisher: Wiley
Keywords: frank, fabozzi, series, management, investment, financial, modeling, mathematics
Number of Pages: 800
Published: 2004-03-29
List price: $108.50
ISBN-10: 0471465992
ISBN-13: 9780471465997

the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance--enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to key mathematical techniques--matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization--as well as show you how these

Authors:Frank J. Fabozzi, Petter N. Kolm, Dessislava Pachama
Publisher: Wiley
Keywords: fabozzi, series, frank, management, portfolio, optimization, robust
Number of Pages: 495
Published: 2007-03
List price: $95.00
ISBN-10: 047192122X
ISBN-13: 9780471921226

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 refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm, Pachamanova, and Focardi deserve high praise for producing a technically rigorous yet remarkably accessible guide to the latest advances in portfolio construction." --Mark Kritzman, President and CEO, Windham Capital Management, LLC "The topic of robust op