WorldCat Identities

Fabozzi, Frank J.

Works: 487 works in 2,547 publications in 3 languages and 68,199 library holdings
Genres: Handbooks and manuals  Examinations 
Roles: Author, Editor, Contributor, Other, Redactor, Author of introduction, wpr, Copyright holder
Publication Timeline
Most widely held works by Frank J Fabozzi
The Handbook of fixed income securities by Frank J Fabozzi( Book )

89 editions published between 1983 and 2014 in English and Chinese and held by 3,284 WorldCat member libraries worldwide

"The Handbook of Fixed Income Securities, Seventh Edition, equips you with a comprehensive overview of all fixed income securities and strategies and continues to be the investment industry's most accessible and all-inclusive resource. Invaluable for its theoretical insights, unsurpassed in its hands-on guidance, and unequalled in the expertise and authority of its contributors, this concise, complete explanation of fixed income securities and applications remains the one fixed income reference to have within reach at all times."--Jacket
Bond markets, analysis and strategies by Frank J Fabozzi( Book )

123 editions published between 1989 and 2016 in 3 languages and held by 2,040 WorldCat member libraries worldwide

"With substantial revision, Bond Markets, Analysis and Strategies, Third Edition, provides extensive coverage on all sectors of the bond market, the techniques for valuing bonds, active and passive bond portfolio strategies, and the role of derivative instruments in controlling the risk of a bond portfolio. The revised edition provides extensive coverage of collateralized mortgage obligations and a new chapter on bond performance measurement and evaluation."--BOOK JACKET
The handbook of commodity investing by Frank J Fabozzi( )

13 editions published in 2008 in English and held by 1,706 WorldCat member libraries worldwide

Filled with a collection of information from experts in the commodity investment industry, this detailed guide shows readers how to successfully incorporate commodities into their portfolios. The handbook covers a range of issues, including the risk and return of commodities and diversification benefits
Introduction to securitization by Frank J Fabozzi( )

14 editions published between 2008 and 2013 in English and held by 1,706 WorldCat member libraries worldwide

"Securitization is a financial technique that pools assets together and, in effect, turns them into a tradable security. The end result of a securitization transaction is that a corporation can obtain proceeds by selling assets and not borrowing funds. In real life, many securitization structures are quite complex and enigmatic for practitioners, investors, and finance students. Typically, books detailing this topic are either too lengthy, too technical, or too superficial in their presentation. Introduction to Securitization is the first to offer essential information on this topic at a fundamental, yet comprehensive level - providing readers with a working understanding of what has become one of today's most important areas of finance." "Authors Frank Fabozzi and Vinod Kothari, internationally recognized experts in the field, clearly define securitization, contrast it with corporate finance, and explain its advantages. They carefully illustrate the structuring of asset-backed securities (ABS) transactions, including agency mortgage-backed securities (MBS) deals and nonagency deals, and show the use of credit enhancements and interest rate derivatives in such transactions. They review the collateral classes in ABS, such as retail loans, credit cards, and future flows, and discuss ongoing funding vehicles such as asset-backed commercial paper conduits and other structured vehicles. And they explain the different types of collateralized debt obligations (CDOs) and structured credit, detailing their structuring and analysis. To complement the discussion, an introduction to credit derivatives is also provided. Introduction to Securitization offers practitioners and students a simple and comprehensive entry into the interesting world of securitization and structured credit."--Jacket
The theory and practice of investment management : asset allocation, valuation, portfolio construction, and strategies by Frank J Fabozzi( )

16 editions published in 2011 in English and held by 1,679 WorldCat member libraries worldwide

"An updated guide to the theory and practice of investment management Many books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in practice while stressing the importance of the portfolio construction process. The Second Edition of The Theory and Practice of Investment Management is the ultimate guide to understanding the various aspects of investment management and investment vehicles. Tying together theoretical advances in investment management with actual practical applications, this book gives you a unique opportunity to use proven investment management techniques to protect and grow a portfolio under many different circumstances. Contains new material on the latest tools and strategies for both equity and fixed income portfolio management Includes key take-aways as well as study questions at the conclusion of each chapter A timely updated guide to an important topic in today's investment world This comprehensive investment management resource combines real-world financial knowledge with investment management theory to provide you with the practical guidance needed to succeed within the investment management arena."--Provided by publisher
The complete CFO handbook : from accounting to accountability by Frank J Fabozzi( )

20 editions published between 2007 and 2008 in English and held by 1,662 WorldCat member libraries worldwide

"This must-have reference covers all of the major areas of cost accounting and analysis including product costing, relevant costs, cost-volume analysis, performance evaluation, transfer pricing, and capital budgeting."--Publisher's website
Fixed income analysis by Frank J Fabozzi( )

40 editions published between 2004 and 2015 in English and Undetermined and held by 1,642 WorldCat member libraries worldwide

In this fully revised and updated Second Edition of Fixed Income Analysis, readers will be introduced to a variety of important fixed income analysis issues, including the general principles of credit analysis, term structure and volatility of interest rates, and valuing bonds with embedded options
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures by S. T Rachev( )

14 editions published in 2008 in English and held by 1,570 WorldCat member libraries worldwide

"In Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization, the authors assert that the ideas behind the concept of probability metrics can be borrowed and applied in the field of asset management in order to construct an ideal risk measure which would be "ideal" for a given optimal portfolio selection problem. They provide a basic introduction to the theory of probability metrics and the problem of optimal portfolio selection considered in the general context of risk and reward measures." "Using numerous illustrative examples, this book shows how probability metrics can be applied to a range of areas in finance, including: stochastic dominance orders, the construction of risk and dispersion measures, problems involving average value-at-risk and spectral risk measures in particular, reward-risk analysis, generalizing mean-variance analysis, benchmark tracking, and the construction of performance measures. For each chapter where more technical knowledge is necessary, an appendix is included."--Jacket
Finance : capital markets, financial management, and investment management by Frank J Fabozzi( )

13 editions published between 2009 and 2013 in English and held by 1,504 WorldCat member libraries worldwide

Created by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, Finance examines the essential elements of this discipline and makes them accessible to a wide array of readers-from seasoned veterans looking for a review to newcomers needing to get their footing in finance. Divided into four comprehensive parts, this reliable resource opens with a detailed discussion of the basic tools of investing and financing decision-making-financial mathematics and financial analysis. After this informative introduction, you'll quickly become familiar with the three primary areas of fina
The Handbook of mortgage-backed securities by Frank J Fabozzi( Book )

53 editions published between 1985 and 2016 in English and held by 1,389 WorldCat member libraries worldwide

"Mortgag acked securities continue to be one of the most exciting, fastest-growing sector of the fixed income market. According to the Mortgage Bankers Association, of the estimated $3 trillion in mortgage loans made in 2005, fully 80 percent ended up in mortgage-backed securities, representing a phenomenal 61 percent growth since 2001." "For more than twenty-five years, the number-one resource for both private investors and professional portfolio managers looking to gain a practical understanding of the rapidly evolving MBS market has been The Handbook of Mortgage-Backed Securities. Like its predecessors, this latest edition of Frank Fabozzi's classic draws upon the insights and expertise of an impressive team of international experts to fill you in on MBS fundamentals and bring you up to speed on state-of-the-art investment strategies. Covering the full range of MBS products (agency, nonagency, and resident ABS) and derivatives, the Handbook explores the many advantages and potential pitfalls inherent in the market and shows you how to: Invest in the full range of products backed by mortgage loans, Value all types of MBS, Control interest rate risk, Exploit proven portfolio management tools and techniques, Use sophisticated hedging strategies and tools." "Fully revised and expanded to provide coverage of the latest MBS products, valuation methodologies, prepayment models, and trading strategies, Handbook of Mortgage-Backed Securities, Sixth Edition is the definitive guide to capitalizing on the opportunities in today's MBS marketplace. Book jacket."--Jacket
Handbook of equity style management by T. Daniel Coggin( )

22 editions published between 1995 and 2003 in English and held by 1,188 WorldCat member libraries worldwide

Dist. for Frank J. Fabozzi Associates, New articles
The handbook of financial instruments by Frank J Fabozzi( )

14 editions published between 2002 and 2018 in English and Chinese and held by 1,140 WorldCat member libraries worldwide

An investor's guide to understanding and using financial instruments, The Handbook of Financial Instruments provides comprehensive coverage of a broad range of financial instruments, including equities, bonds (asset-backed and mortgage-backed securities), derivatives (equity and fixed income), insurance investment products, mutual funds, alternative investments (hedge funds and private equity), and exchange traded funds
Financial management and analysis workbook : step-by-step exercises and tests to help you master financial management and analysis by Pamela P Peterson( )

16 editions published in 2004 in English and held by 1,096 WorldCat member libraries worldwide

Annotation A comprehensive guide to understanding the world of financial management and analysisThis complement to the bestselling Financial Management and Analysis allows readers to self & ndash;test their understanding before applying the concepts to real & ndash;world situations. Pamela P. Peterson, PhD, CPA (Tallahassee, FL), is Professor of Finance at Florida State University. Wendy D. Habegger (Tallahassee, FL) is a PhD student in Finance at Florida State University
Capital markets : institutions and instruments by Frank J Fabozzi( Book )

73 editions published between 1991 and 2015 in 4 languages and held by 1,037 WorldCat member libraries worldwide

Financial assets and financial markets -- Overview of risks and risk management -- Overview of market participants -- Depository institutions -- Insurance companies and defined benefit pension plans -- Managers of collective investment vehicles -- Investment banking firms -- Primary and secondary markets -- Introduction to linear payoff derivatives : futures, forwards, and swaps -- Introduction to nonlinear payoff derivatives : options, credit default swaps, caps, and floors -- Securitization and its role in financial markets -- Return distributions and risk measures -- Portfolio selection theory -- Asset pricing theories -- The theory and structure of interest rates -- Valuation of debt contracts and their price volatility characteristics -- The term structure of interest rates -- The structure of the common stock market -- Common stock strategies and trading arrangements -- The money market for private debt instruments -- Treasury and agency securities markets -- Municipal securities markets -- Corporate senior instruments markets -- International bond markets -- The residential mortgage market -- The market for U.S. agency residential mortgage-backed securities -- The market for credit-sensitive securitized products -- The market for equity derivatives -- The market for interest rate risk transfer vehicles : exchange-traded products -- The market for interest rate risk transfer vehicles : OTC instruments -- The market for credit risk transfer vehicles : credit derivatives and collateralized debt obligations -- The market for foreign exchange and risk control instruments
The global money markets by Frank J Fabozzi( )

10 editions published between 2002 and 2003 in English and held by 987 WorldCat member libraries worldwide

About the Authors.<br>Acknowledgements.<br>Introduction.<br>Money Market Calculations.<br>U.S. Treasury Bills.<br>Agency Instruments.<br>Corporate Obligations:Commercial Paper and Medium-Term Notes.<br>Debt Obligations of Financial Institutions.<br>Floating-Rate Securities.<br>Repurchase and Reverse Repurchase Agreements.<br>Short-Term Mortgage-Backed Securities.<br>Short-Term Asset-Backed Securities.<br>Futures and Forward Rate Agreements.<br>Swaps and Caps/Floors.<br>Asset and Liability Management.<br>Bank Regulatory Capital.<br>Index.<br><br>
The handbook of European structured financial products by Moorad Choudhry( )

14 editions published in 2004 in English and Undetermined and held by 970 WorldCat member libraries worldwide

"The Handbook of European Structured Financial Products" offers readers comprehensive coverage of the securitization market in Europe. It covers all asset classes, including asset-backed and mortgage-backed securities, plus re-pack (re-packaged security) structures and collateralized debt obligations (CDOs). This book describes and analyses each class of security from an investor's point of view, including ratings analysis and relative value. The contributors also discuss pricing and valuation
The handbook of European fixed income securities by Frank J Fabozzi( )

16 editions published between 2003 and 2004 in English and Undetermined and held by 961 WorldCat member libraries worldwide

Presents coverage of various aspects of the European fixed income markets and their derivatives. This book covers both developed markets such as the UK, France, Germany, Italy, Spain, and Holland, as well as emerging markets in Eastern Europe
The mathematics of financial modeling and investment management by Sergio M Focardi( )

13 editions published between 2003 and 2004 in English and held by 910 WorldCat member libraries worldwide

Using real-world examples, this text introduces the reader to the key mathematical techniques used in the financial world, namely matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis and optimization
Handbook of financial markets : securities, options, and futures by Frank J Fabozzi( )

18 editions published between 1981 and 1986 in English and held by 866 WorldCat member libraries worldwide

Mortgage-backed securities : products, structuring, and analytical techniques by Frank J Fabozzi( )

21 editions published between 2007 and 2013 in English and Undetermined and held by 789 WorldCat member libraries worldwide

"Written in a straightforward and accessible style, and containing numerous illustrations, this timely guide addresses the investment characteristics, creation, and analysis of mortgage-backed securities. Each chapter contains cutting-edge concepts that you'll need to understand in order to thrive within this arena - including detailed explanations of how MBS products, such as agency CMOs and mortgage ABS, are structured - as well as in-depth discussions of option-adjusted spreads, a variety of duration measures, and other analytical approaches used to assess relative value."--Jacket
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The Handbook of fixed income securities
Alternative Names

Fabozzi, F. 1948-

Fabozzi, F. J. 1948-

Fabozzi, Frank.

Fabozzi, Frank 1948-

Fabozzi, Frank Joseph 1948-

Frank J. Fabozzi Economist

Фабоцци, Фрэнк Дж 1948-

ファボッツィ, フランク J.

ファボツィ, フランク・J

フランク J.ファボッツィ

English (593)

Chinese (12)

Spanish (2)

Bond markets, analysis and strategiesThe handbook of commodity investingIntroduction to securitizationThe theory and practice of investment management : asset allocation, valuation, portfolio construction, and strategiesThe complete CFO handbook : from accounting to accountabilityFixed income analysisAdvanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measuresFinance : capital markets, financial management, and investment management