Fabozzi, Frank J.
Overview
| Works: | 481 works in 2,585 publications in 4 languages and 68,796 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
)
90 editions published between 1983 and 2014 in English and Chinese and held by 3,265 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
90 editions published between 1983 and 2014 in English and Chinese and held by 3,265 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 2,028 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
123 editions published between 1989 and 2016 in 3 languages and held by 2,028 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(
)
15 editions published between 2008 and 2011 in English and held by 1,737 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
15 editions published between 2008 and 2011 in English and held by 1,737 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 1,726 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
14 editions published between 2008 and 2013 in English and held by 1,726 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 1,701 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
16 editions published in 2011 in English and held by 1,701 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 1,684 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
20 editions published between 2007 and 2008 in English and held by 1,684 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 1,651 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
40 editions published between 2004 and 2015 in English and Undetermined and held by 1,651 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(
)
16 editions published between 2008 and 2011 in English and held by 1,586 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
16 editions published between 2008 and 2011 in English and held by 1,586 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 1,526 WorldCat member libraries worldwide
Created by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, iFinance/i 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 finance'capital markets (Part II), financial management (Part III), and investment/asset management (Part IV)'-and discover how these different areas are interconnected. iFinance/i is a well-rounded guide to this dynamic field. The straightforward insights found here will put you in a better position to understand what the principles of modern finance are and how they can be used to make the right decisions when managing risk and return in today's complex financial environment
13 editions published between 2009 and 2013 in English and held by 1,526 WorldCat member libraries worldwide
Created by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, iFinance/i 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 finance'capital markets (Part II), financial management (Part III), and investment/asset management (Part IV)'-and discover how these different areas are interconnected. iFinance/i is a well-rounded guide to this dynamic field. The straightforward insights found here will put you in a better position to understand what the principles of modern finance are and how they can be used to make the right decisions when managing risk and return in today's complex financial environment
The Handbook of mortgage-backed securities by
Frank J Fabozzi(
Book
)
54 editions published between 1985 and 2016 in English and held by 1,385 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
54 editions published between 1985 and 2016 in English and held by 1,385 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(
)
26 editions published between 1995 and 2003 in English and Japanese and held by 1,186 WorldCat member libraries worldwide
Dist. for Frank J. Fabozzi Associates, New articles
26 editions published between 1995 and 2003 in English and Japanese and held by 1,186 WorldCat member libraries worldwide
Dist. for Frank J. Fabozzi Associates, New articles
The handbook of financial instruments by
Frank J Fabozzi(
)
15 editions published between 2002 and 2018 in English and Chinese and held by 1,149 WorldCat member libraries worldwide
STRUCTURING-TRANSFERRING RISKS AND RETURNS -- CONCLUSION -- Notes -- Chapter 17 Non-Real Estate Asset-Backed Securities -- FEATURES OF AN ABS -- CREDIT RISKS ASSOCIATED WITH INVESTING IN ABS -- Notes -- Chapter 18 Credit Card ABS -- SECURITIZATION OF CREDIT CARD RECEIVABLES -- THE CREDIT CARD ABS MARKET -- CONCLUSION -- Notes -- Chapter 19 Leveraged Loans -- WHAT IS A SYNDICATED LOAN? -- STRUCTURING AND SYNDICATING LOANS -- WINNING A MANDATE -- TYPES OF SYNDICATED LOAN FACILITY -- SYNDICATING A LOAN BY FACILITY -- SECONDARY SALES -- PRICING -- VOTING RIGHTS -- COVENANTS -- Notes -- Chapter 20 Collateralized Debt Obligations -- STRUCTURE OF A CDO -- ARBITRAGE TRANSACTIONS -- CASH FLOW TRANSACTIONS -- MARKET VALUE TRANSACTIONS -- SYNTHETIC CDOS -- MANAGING A CDO PORTFOLIO -- Notes -- Chapter 21 Investment Companies -- TYPES OF INVESTMENT COMPANIES -- FUND SALES CHARGES AND ANNUAL OPERATING EXPENSES -- ADVANTAGES OF INVESTING IN MUTUAL FUNDS -- TYPES OF FUNDS BY INVESTMENT OBJECTIVE -- THE CONCEPT OF A FAMILY OF FUNDS -- STRUCTURE OF A FUND -- RECENT CHANGES IN THE MUTUAL FUND INDUSTRY -- ALTERNATIVES TO MUTUAL FUNDS -- Notes -- Chapter 22 Exchange-Traded Funds and Their Competitors -- ETFS AND OTHER TRADABLE BASKET PRODUCTS -- TAXES AND TAX EFFICIENCY IN ETFS AND THEIR COMPETITORS -- Notes -- Chapter 23 Stable-Value Pension Investments -- STABLE-VALUE PRODUCTS -- THE EVOLUTION OF STABLE VALUE -- STABLE-VALUE PORTFOLIO MANAGEMENT -- THE FUTURE OF STABLE VALUE -- Chapter 24 Investment-Oriented Life Insurance -- INSURANCE -- INVESTMENT-ORIENTED LIFE INSURANCE -- SUMMARY -- Notes -- Chapter 25 Hedge Funds -- HEDGE FUND REGULATION -- HEDGE FUND STRATEGIES -- SHOULD HEDGE FUNDS BE PART OF AN INVESTMENT PROGRAM? -- IS HEDGE FUND PERFORMANCE PERSISTENT? -- A HEDGE FUND INVESTMENT STRATEGY -- SELECTING A HEDGE FUND MANAGER
15 editions published between 2002 and 2018 in English and Chinese and held by 1,149 WorldCat member libraries worldwide
STRUCTURING-TRANSFERRING RISKS AND RETURNS -- CONCLUSION -- Notes -- Chapter 17 Non-Real Estate Asset-Backed Securities -- FEATURES OF AN ABS -- CREDIT RISKS ASSOCIATED WITH INVESTING IN ABS -- Notes -- Chapter 18 Credit Card ABS -- SECURITIZATION OF CREDIT CARD RECEIVABLES -- THE CREDIT CARD ABS MARKET -- CONCLUSION -- Notes -- Chapter 19 Leveraged Loans -- WHAT IS A SYNDICATED LOAN? -- STRUCTURING AND SYNDICATING LOANS -- WINNING A MANDATE -- TYPES OF SYNDICATED LOAN FACILITY -- SYNDICATING A LOAN BY FACILITY -- SECONDARY SALES -- PRICING -- VOTING RIGHTS -- COVENANTS -- Notes -- Chapter 20 Collateralized Debt Obligations -- STRUCTURE OF A CDO -- ARBITRAGE TRANSACTIONS -- CASH FLOW TRANSACTIONS -- MARKET VALUE TRANSACTIONS -- SYNTHETIC CDOS -- MANAGING A CDO PORTFOLIO -- Notes -- Chapter 21 Investment Companies -- TYPES OF INVESTMENT COMPANIES -- FUND SALES CHARGES AND ANNUAL OPERATING EXPENSES -- ADVANTAGES OF INVESTING IN MUTUAL FUNDS -- TYPES OF FUNDS BY INVESTMENT OBJECTIVE -- THE CONCEPT OF A FAMILY OF FUNDS -- STRUCTURE OF A FUND -- RECENT CHANGES IN THE MUTUAL FUND INDUSTRY -- ALTERNATIVES TO MUTUAL FUNDS -- Notes -- Chapter 22 Exchange-Traded Funds and Their Competitors -- ETFS AND OTHER TRADABLE BASKET PRODUCTS -- TAXES AND TAX EFFICIENCY IN ETFS AND THEIR COMPETITORS -- Notes -- Chapter 23 Stable-Value Pension Investments -- STABLE-VALUE PRODUCTS -- THE EVOLUTION OF STABLE VALUE -- STABLE-VALUE PORTFOLIO MANAGEMENT -- THE FUTURE OF STABLE VALUE -- Chapter 24 Investment-Oriented Life Insurance -- INSURANCE -- INVESTMENT-ORIENTED LIFE INSURANCE -- SUMMARY -- Notes -- Chapter 25 Hedge Funds -- HEDGE FUND REGULATION -- HEDGE FUND STRATEGIES -- SHOULD HEDGE FUNDS BE PART OF AN INVESTMENT PROGRAM? -- IS HEDGE FUND PERFORMANCE PERSISTENT? -- A HEDGE FUND INVESTMENT STRATEGY -- SELECTING A HEDGE FUND MANAGER
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 1,114 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
16 editions published in 2004 in English and held by 1,114 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
)
74 editions published between 1991 and 2015 in 4 languages and held by 1,038 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
74 editions published between 1991 and 2015 in 4 languages and held by 1,038 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 handbook of European structured financial products by
Frank J Fabozzi(
)
16 editions published in 2004 in English and held by 991 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
16 editions published in 2004 in English and held by 991 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 global money markets by
Frank J Fabozzi(
)
10 editions published between 2002 and 2003 in English and held by 981 WorldCat member libraries worldwide
About the Authors. Acknowledgements. Introduction. Money Market Calculations. U.S. Treasury Bills. Agency Instruments. Corporate Obligations:Commercial Paper and Medium-Term Notes. Debt Obligations of Financial Institutions. Floating-Rate Securities. Repurchase and Reverse Repurchase Agreements. Short-Term Mortgage-Backed Securities. Short-Term Asset-Backed Securities. Futures and Forward Rate Agreements. Swaps and Caps/Floors. Asset and Liability Management. Bank Regulatory Capital. Index
10 editions published between 2002 and 2003 in English and held by 981 WorldCat member libraries worldwide
About the Authors. Acknowledgements. Introduction. Money Market Calculations. U.S. Treasury Bills. Agency Instruments. Corporate Obligations:Commercial Paper and Medium-Term Notes. Debt Obligations of Financial Institutions. Floating-Rate Securities. Repurchase and Reverse Repurchase Agreements. Short-Term Mortgage-Backed Securities. Short-Term Asset-Backed Securities. Futures and Forward Rate Agreements. Swaps and Caps/Floors. Asset and Liability Management. Bank Regulatory Capital. Index
The handbook of European fixed income securities by
Frank J Fabozzi(
)
17 editions published between 2003 and 2004 in English and held by 977 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
17 editions published between 2003 and 2004 in English and held by 977 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 912 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
13 editions published between 2003 and 2004 in English and held by 912 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, futures by
Frank J Fabozzi(
Book
)
18 editions published between 1981 and 1986 in English and held by 861 WorldCat member libraries worldwide
18 editions published between 1981 and 1986 in English and held by 861 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 held by 825 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
21 editions published between 2007 and 2013 in English and held by 825 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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Related Identities
- Peterson Drake, Pamela 1954- Author
- Choudhry, Moorad Contributor Author Editor
- Mann, Steven V. Editor
- Rachev, S. T. (Svetlozar Todorov) Author Contributor
- Focardi, Sergio M. Author Contributor
- Stoyanov, Stoyan V.
- Markowitz, H. (Harry) 1927- Other Editor
- Modigliani, Franco Author Editor
- Polimeni, Ralph S. Author
- Kothari, Vinod
Useful Links
Associated Subjects
Asset allocation Asset-backed financing Bond market Bonds Business Business enterprises--Finance Business mathematics Capital market Chief financial officers Commodity exchanges Commodity futures Corporations Corporations--Finance Derivative securities Europe Finance Finance--Mathematical models Financial institutions Financial instruments Fixed-income securities Foreign exchange market Futures Government securities International finance Investment analysis Investment analysis--Mathematical models Investments Mathematical optimization Money market Money market funds Mortgage-backed securities Mortgage bonds Mortgages Municipal finance Mutual funds Options (Finance) Portfolio management Portfolio management--Mathematical models Preferred stocks Risk assessment--Mathematical models Secondary mortgage market Securities Speculation Stochastic processes Stock price forecasting Stocks United States
