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130430s2013 njua obe 001 0 eng d |
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|a 1227638059
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|a 9781118539835
|q (electronic bk.)
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|a 1118539834
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|z 1118539834
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|z 9781118010341
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|a (OCoLC)841331237
|z (OCoLC)1227638059
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|a CL0500000213
|b Safari Books Online
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|a HG4521
|b .E53 2013
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|a BUS
|x 027000
|2 bisacsh
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0 |
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|a 332.015118
|2 23
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| 049 |
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|a UAMI
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| 245 |
0 |
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|a Encyclopedia of financial models.
|n Volume III /
|c Frank J. Fabozzi, editor.
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| 260 |
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|a Hoboken, N.J. :
|b Wiley,
|c 2013.
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| 300 |
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|a 1 online resource (1 volume) :
|b illustrations
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 588 |
0 |
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|a Online resource; title from PDF title page (Safari, viewed Apr. 25, 2013).
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| 504 |
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|a Includes bibliographical references and index.
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| 505 |
0 |
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|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.
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| 505 |
8 |
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|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.
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| 505 |
8 |
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|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.
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| 505 |
8 |
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|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.
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| 505 |
8 |
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|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.
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| 590 |
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|a O'Reilly
|b O'Reilly Online Learning: Academic/Public Library Edition
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| 650 |
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0 |
|a Investments
|x Management
|v Encyclopedias.
|
| 650 |
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0 |
|a Portfolio management
|v Encyclopedias.
|
| 650 |
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0 |
|a Investments
|v Encyclopedias.
|
| 650 |
|
6 |
|a Investissements
|v Encyclopédies.
|
| 650 |
|
6 |
|a Gestion de portefeuille
|v Encyclopédies.
|
| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Finance.
|2 bisacsh
|
| 650 |
|
7 |
|a Investments
|x Management
|2 fast
|
| 650 |
|
7 |
|a Portfolio management
|2 fast
|
| 655 |
|
7 |
|a Encyclopedias
|2 fast
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| 700 |
1 |
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|a Fabozzi, Frank J.
|
| 776 |
0 |
8 |
|i Print version:
|t Encyclopedia of financial models. Volume III.
|d Hoboken, New Jersey : John Wiley & Sons, Inc., ©2013
|h approximately 981 pages
|z 9781118010341
|
| 856 |
4 |
0 |
|u https://learning.oreilly.com/library/view/~/9781118539835/?ar
|z Texto completo (Requiere registro previo con correo institucional)
|
| 938 |
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|a eLibro
|b ELBO
|n ELB178454
|
| 938 |
|
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|a EBSCOhost
|b EBSC
|n 1455725
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| 994 |
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|a 92
|b IZTAP
|
