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Encyclopedia of Financial Models, Volume III.
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
John Wiley & Sons, Incorporated,
2012.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000Mu 4500 | ||
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| 001 | EBOOKCENTRAL_ocn970631701 | ||
| 003 | OCoLC | ||
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| 019 | |a 1132369559 |a 1267422670 | ||
| 020 | |a 9781118539835 | ||
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| 020 | |z 9781118010341 | ||
| 020 | |a 9781118539903 |q (e-book) | ||
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| 049 | |a UAMI | ||
| 100 | 1 | |a Fabozzi, Frank J. | |
| 245 | 1 | 0 | |a Encyclopedia of Financial Models, Volume III. |
| 260 | |a New York : |b John Wiley & Sons, Incorporated, |c 2012. | ||
| 300 | |a 1 online resource (981 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Title Page; Copyright; About the Editor; Contributors; Preface; TOPIC CATEGORIES; Guide to the Encyclopedia of Financial€Models; Organization; Mortgage-Backed Securities Analysis and Valuation; Valuing Mortgage-Backed and Asset-Backed Securities; CASH-FLOW YIELD ANALYSIS; ZERO-VOLATILITY SPREAD; VALUATION USING MONTE CARLO SIMULATION AND OAS ANALYSIS; MEASURING INTEREST RISK; KEY POINTS; NOTES; The Active-Passive Decomposition Model for MBS; PATH-DEPENDENCE AND PRICING PARTIAL DIFFERENTIAL EQUATION; EXTENDED ACTIVE-PASSIVE DECOMPOSITION MODEL; EXTENSIONS AND NUANCES; KEY POINTS; NOTES. | |
| 505 | 8 | |a Analysis of Nonagency Mortgage-Backed SecuritiesFACTORS IMPACTING RETURNS FROM NONAGENCY MBS; UNDERSTANDING THE EVOLUTION OF CREDIT PERFORMANCE WITHIN A TRANSACTION; THE PROCESS OF ESTIMATING PRIVATE-LABEL MBS RETURNS; KEY POINTS; NOTES; Measurement of Prepayments for Residential Mortgage-Backed Securities; PREPAYMENT TERMINOLOGY; CALCULATING PREPAYMENT SPEEDS; DELINQUENCY, DEFAULT, AND LOSS TERMINOLOGY; KEY POINTS; NOTES; Prepayments and Factors Influencing the Return of Principal for Residential Mortgage-Backed Securities; PREPAYMENT FUNDAMENTALS; FACTORS INFLUENCING PREPAYMENT SPEEDS. | |
| 505 | 8 | |a DEFAULTS AND "INVOLUNTARY" PREPAYMENTSKEY POINTS; NOTES; Operational Risk; Operational Risk; Operational Risk Defined; OPERATIONAL RISK EXPOSURE INDICATORS; CLASSIFICATION OF OPERATIONAL RISK; KEY POINTS; NOTES; Operational Risk Models; OPERATIONAL RISK MODELS; Specifics of Operational Loss Data; KEY POINTS; NOTES; Modeling Operational Loss€Distributions; APPROACHES TO OPERATIONAL RISK MODELING; NONPARAMETRIC APPROACH: EMPIRICAL DISTRIBUTION FUNCTION; PARAMETRIC APPROACH: CONTINUOUS LOSS DISTRIBUTIONS; EXTENSION: MIXTURE LOSS DISTRIBUTIONS; A NOTE ON THE TAIL BEHAVIOR. | |
| 505 | 8 | |a EMPIRICAL EVIDENCE WITH OPERATIONAL LOSS DATAKEY POINTS; NOTES; Optimization Tools; Introduction to Stochastic Programming and Its Applications to€Finance; WHAT IS STOCHASTIC PROGRAMMING?; STOCHASTIC PROGRAMMING VERSUS OTHER METHODS IN FINANCE; A GENERAL MULTISTAGE STOCHASTIC PROGRAMMING MODEL FOR FINANCIAL PLANNING; KEY POINTS; Robust Portfolio Optimization; THE ROBUST OPTIMIZATION APPROACH; THE RELATIONSHIP TO BAYESIAN METHODS AND ECONOMIC THEORY; USING ROBUST PORTFOLIO OPTIMIZATION IN PRACTICE; PRACTICAL CONSIDERATIONS FOR ROBUST PORTFOLIO ALLOCATION; FUTURE DIRECTIONS; KEY POINTS. | |
| 505 | 8 | |a Probability TheoryConcepts of Probability Theory; HISTORICAL DEVELOPMENT OF ALTERNATIVE APPROACHES TO PROBABILITY; SET OPERATIONS AND PRELIMINARIES; PROBABILITY MEASURE; RANDOM VARIABLE; KEY POINTS; NOTES; Discrete Probability Distributions; DISCRETE LAW; BERNOULLI DISTRIBUTION; BINOMIAL DISTRIBUTION; HYPERGEOMETRIC DISTRIBUTION; MULTINOMIAL DISTRIBUTION; POISSON DISTRIBUTION; DISCRETE UNIFORM DISTRIBUTION; APPENDIX B Binomial and Multinomial Coefficients; BINOMIAL COEFFICIENT; MULTINOMIAL COEFFICIENT; KEY POINTS; NOTE; Continuous Probability Distributions. | |
| 500 | |a CONTINUOUS PROBABILITY DISTRIBUTION DESCRIBED. | ||
| 504 | |a Includes bibliographical references at the end of each chapters and index. | ||
| 520 | |a 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. This 3-Volume Set contains coverage of the fundamentals and advances in financial modeling and provides the mathematical and statistical techniques needed to develop and test financial models Emphasizes both technical and implementation issues, providing researchers, educators, students, and practitioners with the necessary background to deal with issues related to financial modeling Each volume includes a complete table of contents and index for easy access to various parts of the encyclopedia 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. | ||
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