Produktbild: Encyclopedia of Financial Models, 3 Volume Set

Encyclopedia of Financial Models, 3 Volume Set

1.357,99 €

inkl. gesetzl. MwSt., Versandkostenfrei


Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

06.11.2012

Herausgeber

Frank J. Fabozzi

Verlag

John Wiley & Sons

Seitenzahl

2100

Maße (L/B/H)

26,4/21,3/12,6 cm

Gewicht

5052 g

Auflage

1. Auflage

Sprache

Englisch

ISBN

978-1-118-00673-3

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

06.11.2012

Herausgeber

Frank J. Fabozzi

Verlag

John Wiley & Sons

Seitenzahl

2100

Maße (L/B/H)

26,4/21,3/12,6 cm

Gewicht

5052 g

Auflage

1. Auflage

Sprache

Englisch

ISBN

978-1-118-00673-3

Herstelleradresse

Libri GmbH
Europaallee 1
36244 Bad Hersfeld
DE

Email: GPSR Kontakt

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  • Produktbild: Encyclopedia of Financial Models, 3 Volume Set
  • VOLUME 1
     
    Asset Allocation
     
    Mean-Variance Model for Portfolio Construction
     
    Principles for Optimization for Portfolio SelectionAsset Allocation and Portfolio
     
    Construction Modeling in Designing the Optimal Performance-Seeking Portfolio
     
    Asset Pricing Models
     
    General Principles of Asset Pricing
     
    Capital Asset Pricing Models
     
    Modeling Asset Price Dynamics
     
    Arbitrage Pricing: Finite State Models
     
    Arbitrage Pricing: Continuous State, Continuous Time Models
     
    Bayesian Analysis and Financial Modeling Applications
     
    Basic Principles of Bayesian Analysis
     
    Bayesian Inference
     
    Bayesian Estimation of ARCH-Type Volatillity Models
     
    Bayesian Linear Regression Model
     
    Bayesian Techniques and the Black-Litterman Model
     
    Bond Valuation
     
    Bond Valuation Modeling
     
    Relative Value Analysis of Fixed Income Products
     
    Yield Curves and Valuation Lattices
     
    Using the Lattice Model to Value Bonds with Embedded Options, Floaters, and Caps/Floors
     
    Understanding the Building Blocks of OAS Valuation
     
    Quantitative Models to Value Convertible Bonds
     
    Quantitative Approaches to Inflation-Indexed Bonds
     
    Credit Risk Modeling
     
    An Introduction to Credit Risk Models
     
    Default Correlations in Intensity Model for Credit Risk Modeling
     
    Structural Models in Credit Risk Modeling
     
    Modeling Portfolio Credit Risk
     
    Simulating the Credit Loss Distribution
     
    Managing Credit Spreak Risk Using Duration Times Spread (DTS)
     
    Credit Spread Decomposition
     
    Credit Derviatives and Hedging Credit Risk
     
    Derivatives Valuation
     
    No-Arbitrage Price Relations for Forwards, Futures and Swaps
     
    No-Arbitrage Price Relations for Options
     
    Introduction to Contingent Claim Analysis
     
    Black-Scholes Option Pricing Model
     
    Basics of the Pricing of Futures/Forwards and Options
     
    Pricing Options on Interest Rate Instruments
     
    Basics of Currency Option Pricing Models

    Credit Default Swaps Valuation
     
    Valuation of Fixed Income Total Return Swaps
     
    Pricing of Variance, Volatility, Covariance, and Correlation Swaps
     
    Modeling, Valuation, and Risk Management of Assets and Derivatives in Energy and Shipping
     
    VOLUME 2
     
    Equity Models and Valuation
     
    Dividend Discount Models
     
    Discounted Cash Flow Method
     
    Relative Valuation Methods for Equity Analysis
     
    Equity Analysis in a Complex World
     
    Equity Portfolio Selection Models in Practice
     
    Quantitative Equity Investing Fundamentals
     
    Quantitative Equity Portfolio Management
     
    Forecasting Stock Returns
     
    Factor Models for Portfolio Construction
     
    Factor Models
     
    Principal Component Analysis and Factor Analysis
     
    Multifactor Equity Risk Models and Their Applications
     
    Factor-Based Equity Portfolio Construction and Analysis
     
    Cross-Sectional Factor-Based Models and Trading Strategies
     
    The Fundamentals of Fundamental Factor Modeling
     
    Applications of Fundamental Multifactor Equity Risk Models
     
    Multifactor Fixed Income Risk Models and Their Applications
     
    Financial Econometrics
     
    Scope and Methods of Financial Econometrics
     
    Regression Analysis: Theory and Estimation
     
    Categorical and Dummy Variables in Regression Models
     
    Quantile Regression
     
    ARCH/GARCH Models in Applied Financial Econometrics
     
    Classification and Regression Trees and Their Use in Financial Modeling<