Francesco Fabozzi's Books

Fundamentals Of Institutional Asset Management

By: Frank J Fabozzi,Francesco A Fabozzi

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Fundamentals Of Institutional Asset Management

By: Frank J Fabozzi,Francesco A Fabozzi

This book provides the fundamentals of asset management. It takes a practical perspective in describing asset management. Besides the theoretical aspects of investment management, it provides in-depth insights into the actual implementation issues associated with investment strategies. The 19 chapters combine theory and practice based on the experience of the authors in the asset management industry. The book starts off with describing the key activities involved in asset management and the various forms of risk in managing a portfolio. There is then coverage of the different asset classes (common stock, bonds, and alternative assets), collective investment vehicles, financial derivatives, common stock analysis and valuation, bond analytics, equity beta strategies (including smart beta), equity alpha strategies (including quantitative/systematic strategies), bond indexing and active bond portfolio strategies, and multi-asset strategies. The methods of using financial derivatives (equity derivatives, interest rate derivatives, and credit derivatives) in managing the risks of a portfolio are clearly explained and illustrated.

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Page Count

616

Publisher

World Scientific

Published Date

ISBN 10

981122160X

ISBN 13

9789811221606

Bond Markets, Analysis, and Strategies, tenth edition

By: Frank J. Fabozzi,Francesco A. Fabozzi

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Bond Markets, Analysis, and Strategies, tenth edition

By: Frank J. Fabozzi,Francesco A. Fabozzi

The updated edition of a widely used textbook that covers fundamental features of bonds, analytical techniques, and portfolio strategy. This new edition of a widely used textbook covers types of bonds and their key features, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a client’s objectives. It includes real-world examples and practical applications of principles as provided by third-party commercial vendors. This tenth edition has been substantially updated, with two new chapters covering the theory and history of interest rates and the issues associated with bond trading. Although all chapters have been updated, particularly those covering structured products, the chapters on international bonds and managing a corporate bond portfolio have been completely revised. The book covers the basic analytical framework necessary to understand the pricing of bonds and their investment characteristics; sectors of the debt market, including Treasury securities, corporate bonds, municipal bonds, and structured products (residential and commercial mortgage-backed securities and asset-backed securities); collective investment vehicles; methodologies for valuing bonds and derivatives; corporate bond credit risk; portfolio management, including the fundamental and quantitative approaches; and instruments that can be used to control portfolio risk.

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Page Count

937

Publisher

MIT Press

Published Date

ISBN 10

0262367424

ISBN 13

9780262367424

Asset Management: Tools And Issues

By: Frank J Fabozzi,Francesco A Fabozzi,Marcos Lopez De Prado,Stoyan V Stoyanov

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Asset Management: Tools And Issues

By: Frank J Fabozzi,Francesco A Fabozzi,Marcos Lopez De Prado,Stoyan V Stoyanov

Long gone are the times when investors could make decisions based on intuition. Modern asset management draws on a wide-range of fields beyond financial theory: economics, financial accounting, econometrics/statistics, management science, operations research (optimization and Monte Carlo simulation), and more recently, data science (Big Data, machine learning, and artificial intelligence). The challenge in writing an institutional asset management book is that when tools from these different fields are applied in an investment strategy or an analytical framework for valuing securities, it is assumed that the reader is familiar with the fundamentals of these fields. Attempting to explain strategies and analytical concepts while also providing a primer on the tools from other fields is not the most effective way of describing the asset management process. Moreover, while an increasing number of investment models have been proposed in the asset management literature, there are challenges and issues in implementing these models. This book provides a description of the tools used in asset management as well as a more in-depth explanation of specialized topics and issues covered in the companion book, Fundamentals of Institutional Asset Management. The topics covered include the asset management business and its challenges, the basics of financial accounting, securitization technology, analytical tools (financial econometrics, Monte Carlo simulation, optimization models, and machine learning), alternative risk measures for asset allocation, securities finance, implementing quantitative research, quantitative equity strategies, transaction costs, multifactor models applied to equity and bond portfolio management, and backtesting methodologies. This pedagogic approach exposes the reader to the set of interdisciplinary tools that modern asset managers require in order to extract profits from data and processes.

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Page Count

514

Publisher

World Scientific

Published Date

ISBN 10

9811225761

ISBN 13

9789811225765

Computational Finance

MATLAB® Oriented Modeling

By: Francesco Cesarone

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Computational Finance

MATLAB® Oriented Modeling

By: Francesco Cesarone

Computational finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice involve complex mathematical problems, for which an exact or a closed-form solution is not available. Consequently, we need to rely on computational techniques and specific numerical algorithms. This book combines theoretical concepts with practical implementation. Furthermore, the numerical solution of models is exploited, both to enhance the understanding of some mathematical and statistical notions, and to acquire sound programming skills in MATLAB®, which is useful for several other programming languages also. The material assumes the reader has a relatively limited knowledge of mathematics, probability, and statistics. Hence, the book contains a short description of the fundamental tools needed to address the two main fields of quantitative finance: portfolio selection and derivatives pricing. Both fields are developed here, with a particular emphasis on portfolio selection, where the author includes an overview of recent approaches. The book gradually takes the reader from a basic to medium level of expertise by using examples and exercises to simplify the understanding of complex models in finance, giving them the ability to place financial models in a computational setting. The book is ideal for courses focusing on quantitative finance, asset management, mathematical methods for economics and finance, investment banking, and corporate finance.

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Page Count

286

Publisher

Routledge

Published Date

ISBN 10

1000169030

ISBN 13

9781000169034

Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques

By: Frank J. Fabozzi,Francesco Fabozzi

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Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques

By: Frank J. Fabozzi,Francesco Fabozzi

The standard reference for fixed income portfolio managers—fully updated with new analytical frameworks Fixed Income Mathematics is known around the world as the leading guide to understanding the concepts, valuation models for bonds with embedded option, mortgage-backed securities, asset-backed securities, and other fixed income instruments, and portfolio analytics. Fixed Income Mathematics begins with basic concepts of the mathematics of finance, then systematically builds on them to reveal state-of-the-art methodologies for evaluating them and managing fixed-income portfolios. Concepts are illustrated with numerical examples and graphs, and you need only a basic knowledge of elementary algebra to understand them. This new edition includes several entirely new chapters―Risk-Adjusted Returns, Empirical Duration, Analysis of Floating-Rate Securities, Holdings-Based Return Attribution Analysis, Returns-Based Style Attribution Analysis, Measuring Bond Liquidity, and Machine Learning―and provides substantially revised chapters on: Interest rate modeling Probability theory Optimization models and applications to bond portfolio management Historical return measures Measuring historical return volatility The concepts and methodologies for managing fixed income portfolios has improved dramatically over the past 15 years. This edition explains these changes and provides the knowledge you need to value fixed-income securities and measure the various types of risks associated with individual securities and portfolios.

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Page Count

636

Publisher

McGraw Hill Professional

Published Date

ISBN 10

1264258283

ISBN 13

9781264258284

The Handbook of Fixed Income Securities, Ninth Edition

By: Frank J. Fabozzi,Steven V. Mann,Francesco Fabozzi

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The Handbook of Fixed Income Securities, Ninth Edition

By: Frank J. Fabozzi,Steven V. Mann,Francesco Fabozzi

The definitive guide to fixed income securities―updated and revised with everything you need to succeed in today’s market The Handbook of Fixed Income Securities has been the most trusted resource for fixed income investing for decades, providing everything sophisticated investors need to analyze, value, and manage fixed income instruments and their derivatives. But this market has changed dramatically since the last edition was published, so the author has revised and updated his classic guide to put you ahead of the curve. With chapters written by the leading experts in their fields, The Handbook of Fixed Income Securities, Ninth Edition provides expert discussions about: Basics of Fixed Income Analytics Treasuries, Agency, Municipal, and Corporate Bonds Mortgage-Backed and Asset-Backed Securities The Yield Curve and the Term Structure Valuation and Relative Value Credit Analysis Portfolio Management and Strategies Derivative Instruments and their Applications Performance Attribution Analysis The Handbook of Fixed Income Securities is the most inclusive, up-to-date source available for fixed income facts and analyses. Its invaluable perspective and insights will help you enhance investment returns and avoid poor performance in the fixed income market.

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1840

Publisher

McGraw Hill Professional

Published Date

ISBN 10

1260473902

ISBN 13

9781260473902

The Handbook of Fixed Income Securities, Ninth Edition

By: Frank J. Fabozzi,Steven V. Mann,Francesco Fabozzi

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The Handbook of Fixed Income Securities, Ninth Edition

By: Frank J. Fabozzi,Steven V. Mann,Francesco Fabozzi

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1840

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McGraw Hill Professional

Published Date

ISBN 10

1260473902

ISBN 13

9781260473902

Selected Papers from SDEWES 2017: The 12th Conference on Sustainable Development of Energy, Water and Environment Systems

By: Francesco Calise

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Selected Papers from SDEWES 2017: The 12th Conference on Sustainable Development of Energy, Water and Environment Systems

By: Francesco Calise

This book is a printed edition of the Special Issue "Selected Papers from SDEWES 2017: The 12th Conference on Sustainable Development of Energy, Water and Environment Systems" that was published in Energies

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Page Count

347

Publisher

MDPI

Published Date

ISBN 10

3038973963

ISBN 13

9783038973966

Fractional Calculus And Waves In Linear Viscoelasticity: An Introduction To Mathematical Models (Second Edition)

By: Francesco Mainardi

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Fractional Calculus And Waves In Linear Viscoelasticity: An Introduction To Mathematical Models (Second Edition)

By: Francesco Mainardi

Fractional Calculus and Waves in Linear Viscoelasticity (Second Edition) is a self-contained treatment of the mathematical theory of linear (uni-axial) viscoelasticity (constitutive equation and waves) with particular regard to models based on fractional calculus. It serves as a general introduction to the above-mentioned areas of mathematical modeling. The explanations in the book are detailed enough to capture the interest of the curious reader, and complete enough to provide the necessary background material needed to delve further into the subject and explore the research literature. In particular the relevant role played by some special functions is pointed out along with their visualization through plots. Graphics are extensively used in the book and a large general bibliography is included at the end.This new edition keeps the structure of the first edition but each chapter has been revised and expanded, and new additions include a novel appendix on complete monotonic and Bernstein functions that are known to play a fundamental role in linear viscoelasticity.This book is suitable for engineers, graduate students and researchers interested in fractional calculus and continuum mechanics.

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626

Publisher

World Scientific

Published Date

ISBN 10

1783264004

ISBN 13

9781783264001

The Evolution of Sustainable Investments and Finance

Theoretical Perspectives and New Challenges

By: Francesco Gangi,Antonio Meles,Lucia Michela Daniele,Nicola Varrone,Dario Salerno

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The Evolution of Sustainable Investments and Finance

Theoretical Perspectives and New Challenges

By: Francesco Gangi,Antonio Meles,Lucia Michela Daniele,Nicola Varrone,Dario Salerno

Over the last decade, socially responsible investments (SRIs) have become paramount to both professionals and academics. In the aftermath of the financial crisis of 2007-8, practitioners have become much more involved in new financial models that integrate returns and positive social and environmental impacts. The authors argue that previous irresponsible financial models are anachronistic, and propose a new relationship between stakeholder and shareholder. Starting from the mainstreaming of SRI, this book recovers the social function of banks and the innovative role of crowdfunding and venture capital models. The book offers a unified perspective for firm and funder, making it a timely and invaluable read for scholars and practitioners interested in sustainable development and social impact finance.

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Page Count

280

Publisher

Springer Nature

Published Date

ISBN 10

3030703509

ISBN 13

9783030703509

Foundations of Global Financial Markets and Institutions, fifth edition

By: Frank J. Fabozzi,Frank J. Jones

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Foundations of Global Financial Markets and Institutions, fifth edition

By: Frank J. Fabozzi,Frank J. Jones

A thoroughly revised and updated edition of a textbook for graduate students in finance, with new coverage of global financial institutions. This thoroughly revised and updated edition of a widely used textbook for graduate students in finance now provides expanded coverage of global financial institutions, with detailed comparisons of U.S. systems with non-U.S. systems. A focus on the actual practices of financial institutions prepares students for real-world problems. After an introduction to financial markets and market participants, including asset management firms, credit rating agencies, and investment banking firms, the book covers risks and asset pricing, with a new overview of risk; the structure of interest rates and interest rate and credit risks; the fundamentals of primary and secondary markets; government debt markets, with new material on non-U.S. sovereign debt markets; corporate funding markets, with new coverage of small and medium enterprises and entrepreneurial ventures; residential and commercial real estate markets; collective investment vehicles, in a chapter new to this edition; and financial derivatives, including financial futures and options, interest rate derivatives, foreign exchange derivatives, and credit risk transfer vehicles such as credit default swaps. Each chapter begins with learning objectives and ends with bullet point takeaways and questions.

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Page Count

1105

Publisher

MIT Press

Published Date

ISBN 10

0262039540

ISBN 13

9780262039543

Introduction To Finance: Financial Management And Investment Management

By: Pamela Peterson Drake,Frank J Fabozzi,Francesco A Fabozzi

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Introduction To Finance: Financial Management And Investment Management

By: Pamela Peterson Drake,Frank J Fabozzi,Francesco A Fabozzi

This book covers the fundamentals of financial management and investment management without getting into the highly technical topics and mathematical rigor. It also provides a practitioner-oriented approach to financial and investment management.The field of finance covers several specialty areas. The two most important ones which set the foundations for the other specialty areas are financial management and investment management, and these are the two major topics covered in the book. After touching on the basics — the financial system and the players, financial statements, and mathematics of finance — the authors then cover financial management and investment management in greater depth. For financial management the authors focus on financial strategy and financial planning, dividend policy, corporate financing decisions, entrepreneurial finance, financial risk management, and capital budgeting decisions. The investment management coverage includes the different types of risks faced in investing, company analysis, valuing common stock, portfolio selection, asset pricing theory, and investing in common stocks and bonds. The last chapter of the book covers financial derivatives and how they are used in finance to control risk.

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