Frank J Fabozzi's Books

Fixed Income Securities

By: Frank J. Fabozzi

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A Comprehensive Guide to All Aspects of Fixed Income Securities Fixed Income Securities, Second Edition sets the standard for a concise, complete explanation of the dynamics and opportunities inherent in today's fixed income marketplace. Frank Fabozzi combines all the various aspects of the fixed income market, including valuation, the interest rates of risk measurement, portfolio factors, and qualities of individual sectors, into an all-inclusive text with one cohesive voice. This comprehensive guide provides complete coverage of the wide range of fixed income securities, including: * U.S. Treasury securities * Agencies * Municipal securities * Asset-backed securities * Corporate and international bonds * Mortgage-backed securities, including CMOs * Collateralized debt obligations (CDOs) For the financial professional who needs to understand the fundamental and unique characteristics of fixed income securities, Fixed Income Securities, Second Edition offers the most up-to-date facts and formulas needed to navigate today's fast-changing financial markets. Increase your knowledge of this market and enhance your financial performance over the long-term with Fixed Income Securities, Second Edition. www.wileyfinance.com

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Page Count

480

Publisher

John Wiley and Sons

Published Date

ISBN 10

0470304022

ISBN 13

9780470304020

Real Estate-Backed Securities

By: Frank J. Fabozzi,John N. Dunlevy

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Real Estate-Backed Securities

By: Frank J. Fabozzi,John N. Dunlevy

Real Estate-Backed Securities provides today's most concise yet comprehensive understanding of passive real estate investing. Issues discussed include agency passthrough securities and mortgage strips, agency collateralized mortgage obligations, nonagency residential MBS, commercial mortgage-backed securities, and more.

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190

Publisher

John Wiley & Sons

Published Date

ISBN 10

1883249961

ISBN 13

9781883249960

Financial Economics

By: Frank J. Fabozzi,Edwin H. Neave,Guofu Zhou

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Financial Economics

By: Frank J. Fabozzi,Edwin H. Neave,Guofu Zhou

Financial Economics, by Frank Fabozzi, Ted Neave, and Gaofu Zhou, presents an introduction to basic financial ideas through a strong grounding in microeconomic theory. This calculus based text explores the theoretical framework for analyzing the decisions by individuals and managers of firms, an area which is coming to both financial economics and microeconomics. It also explores the interplay of these decisions on the prices of financial assets. The authors provide rigorous coverage aimed at assisting the undergraduate and masters-level students to better understand the principles and practical application of financial economic theory. In addition, the book serves as a supplemental reference for doctoral students in economics and finance, as well as for practitioners who are interested in knowing more about the theory and intuition behind many coming practices in finance. In short, the book focuses on economic principles and on putting these principles to work in the various fields of finance - financial management, investment management, risk management, and asset and derivatives pricing.

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774

Publisher

Wiley Global Education

Published Date

ISBN 10

1118213459

ISBN 13

9781118213452

Fixed Income Analysis

By: Frank J. Fabozzi

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Fixed Income Analysis

By: Frank J. Fabozzi

In the Second Edition of Fixed Income Analysis, financial expert Frank Fabozzi and a team of knowledgeable contributors provide complete coverage of the most important issues in fixed income analysis. Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi offers you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews. If you want to make the most of your time in the fixed income marketplace, the lessons within this workbook can show you how. Topics reviewed include: The risks associated with investing in fixed income securities The fundamentals of valuation and interest rate risk The features of structured products--such as mortgage-backed securities and asset-backed securities The principles of credit analysis The valuation of fixed income securities with embedded options

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864

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470107847

ISBN 13

9780470107843

Managing MBS Portfolios

By: Frank J. Fabozzi,David Yuen

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Managing MBS Portfolios

By: Frank J. Fabozzi,David Yuen

Managing a portfolio of mortgage-backed securities requires an understanding of the unique risk/return characteristics of these securities-and the use of specific tools for constructing a portfolio to satisfy investment objectives. Managing MBS Portfolios explores mortgage-backed securities and describes the wide range of agency and non-agency MBS available, while providing the analytical tools necessary to effectively manage portfolios. With Managing MBS Portfolios you can finally start enhancing returns on your portfolio and safely control risk at the same time.

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240

Publisher

John Wiley & Sons

Published Date

ISBN 10

1883249384

ISBN 13

9781883249380

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

Bond Portfolio Management

By: Frank J. Fabozzi

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Bond Portfolio Management

By: Frank J. Fabozzi

In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.

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738

Publisher

John Wiley & Sons

Published Date

ISBN 10

1883249368

ISBN 13

9781883249366

Advanced Fixed Income Portfolio Management

The State of the Art

By: Frank J. Fabozzi,Gifford Fong

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Advanced Fixed Income Portfolio Management

The State of the Art

By: Frank J. Fabozzi,Gifford Fong

In Advanced Fixed Income Portfolio Management, Frank J. Fabozzi and Gifford Fong thoroughly explain the latest strategies and techniques for investing in the fixed income market. They discuss valuation techniques, active strategies, indexing strategies, immunization strategies and cash-flow matching strategies. In addition, they discuss how to measure interest rate risk and yield curve risk. Divided into three sections--Sources and Measurement of Risk, Valuation and Portfolio Management Strategies--the book provides answers for portfolio managers seeking to meet the challenge of active management and asset allocation modeling.

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360

Publisher

Probus Professional Pub

Published Date

ISBN 10

1557385688

ISBN 13

9781557385680

Cash Management

Products and Strategies

By: Frank J. Fabozzi

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Cash Management

Products and Strategies

By: Frank J. Fabozzi

Cash, as opposed to more rewarding but riskier assets, such as stocks or bonds, is preferable for meeting large, short-term liabilities that are well defined and predictable. Holding cash is also the only sensible investment choice for meeting uncertain (contingent) liabilities that arise in an emergency. The range of cash management alternatives is sufficiently wide and complicated to warrant careful planning when deciding on which specific cash vehicles to hold. The general principles of modern portfolio management can and should be applied to professional cash management.

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204

Publisher

John Wiley & Sons

Published Date

ISBN 10

1883249864

ISBN 13

9781883249861

The Handbook of Mortgage-Backed Securities

By: Frank J. Fabozzi

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The Handbook of Mortgage-Backed Securities

By: Frank J. Fabozzi

The definitive MBS guide, with fully updated material on the latest mortgage-backed products, methods, models, and portfolio strategies By providing hands-on information vital to market participants, previous editions of The Handbook of Mortgage-Backed Securities were instrumental in fueling the growth of the mortgage-backed securities market. The sixth edition contains all the elements that made previous editions so successful and influential, and provides you with more than 25 new chapters on topics including collateralized mortgage obligations, prepayment derivatives, loan level determinants of repayments, new approaches to MBS valuation, and a survey of non-U.S. mortgage rates.

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1270

Publisher

McGraw Hill Professional

Published Date

ISBN 10

0071476830

ISBN 13

9780071476836

Portfolio Construction and Analytics

By: Frank J. Fabozzi,Dessislava A. Pachamanova

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Portfolio Construction and Analytics

By: Frank J. Fabozzi,Dessislava A. Pachamanova

A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and Analytics provides an up-to-date understanding of the analytic investment process for students and professionals alike. With complete and detailed coverage of portfolio analytics and modeling methods, this book is unique in its multi-disciplinary approach. Investment analytics involves the input of a variety of areas, and this guide provides the perspective of data management, modeling, software resources, and investment strategy to give you a truly comprehensive understanding of how today's firms approach the process. Real-world examples provide insight into analytics performed with vendor software, and references to analytics performed with open source software will prove useful to both students and practitioners. Portfolio analytics refers to all of the methods used to screen, model, track, and evaluate investments. Big data, regulatory change, and increasing risk is forcing a need for a more coherent approach to all aspects of investment analytics, and this book provides the strong foundation and critical skills you need. Master the fundamental modeling concepts and widely used analytics Learn the latest trends in risk metrics, modeling, and investment strategies Get up to speed on the vendor and open-source software most commonly used Gain a multi-angle perspective on portfolio analytics at today's firms Identifying investment opportunities, keeping portfolios aligned with investment objectives, and monitoring risk and performance are all major functions of an investment firm that relies heavily on analytics output. This reliance will only increase in the face of market changes and increased regulatory pressure, and practitioners need a deep understanding of the latest methods and models used to build a robust investment strategy. Portfolio Construction and Analytics is an invaluable resource for portfolio management in any capacity.

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627

Publisher

John Wiley & Sons

Published Date

ISBN 10

1119238161

ISBN 13

9781119238164

Robust Equity Portfolio Management

Formulations, Implementations, and Properties using MATLAB

By: Woo Chang Kim,Jang Ho Kim,Frank J. Fabozzi

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Robust Equity Portfolio Management

Formulations, Implementations, and Properties using MATLAB

By: Woo Chang Kim,Jang Ho Kim,Frank J. Fabozzi

A comprehensive portfolio optimization guide, with provided MATLAB code Robust Equity Portfolio Management + Website offers the most comprehensive coverage available in this burgeoning field. Beginning with the fundamentals before moving into advanced techniques, this book provides useful coverage for both beginners and advanced readers. MATLAB code is provided to allow readers of all levels to begin implementing robust models immediately, with detailed explanations and applications in the equity market included to help you grasp the real-world use of each technique. The discussion includes the most up-to-date thinking and cutting-edge methods, including a much-needed alternative to the traditional Markowitz mean-variance model. Unparalleled in depth and breadth, this book is an invaluable reference for all risk managers, portfolio managers, and analysts. Portfolio construction models originating from the standard Markowitz mean-variance model have a high input sensitivity that threatens optimization, spawning a flurry of research into new analytic techniques. This book covers the latest developments along with the basics, to give you a truly comprehensive understanding backed by a robust, practical skill set. Get up to speed on the latest developments in portfolio optimization Implement robust models using provided MATLAB code Learn advanced optimization methods with equity portfolio applications Understand the formulations, performances, and properties of robust portfolios The Markowitz mean-variance model remains the standard framework for portfolio optimization, but the interest in—and need for—an alternative is rapidly increasing. Resolving the sensitivity issue and dramatically reducing portfolio risk is a major focus of today's portfolio manager. Robust Equity Portfolio Management + Website provides a viable alternative framework, and the hard skills to implement any optimization method.

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256

Publisher

John Wiley & Sons

Published Date

ISBN 10

111879737X

ISBN 13

9781118797372

Introduction to Securitization

By: Frank J. Fabozzi,Vinod Kothari

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Introduction to Securitization

By: Frank J. Fabozzi,Vinod Kothari

Introduction to Securitization outlines the basics of securitization, addressing applications for this technology to mortgages, collateralized debt obligations, future flows, credit cards, and auto loans. The authors present a comprehensive overview of the topic based on the experience they have gathered through years of interaction with practitioners and graduate students around the world. The authors offer coverage of such key topics as: structuring agency MBS deals and nonagency deals, credit enhancements and sizing, using interest rate derivatives in securitization transactions, asset classes securitized, operational risk factors, implications for financial markets, and applying securitization technology to CDOs. Finally, in the appendices, the authors provide an essential introduction to credit derivatives, an explanation of the methodology for the valuation of MBS/ABS, and the estimation of interest rate risk. 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. The authors conclude with a close look at securitization's impact on the financial markets and the economy, with a review of the now well-documented problems of the securitization of one asset class: subprime mortgages. While questions about the contribution of securitization have been tainted by the subprime mortgage crisis, it remains an important process for corporations, municipalities, and government entities seeking funding. The significance of this financial innovation is that it has been an important form of raising capital for corporations and government entities throughout the world, as well as a vehicle for risk management. Introduction to Securitization offers practitioners and students a simple and comprehensive entry into the interesting world of securitization and structured credit.

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431

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470419571

ISBN 13

9780470419571

Financial Management and Analysis

By: Frank J. Fabozzi,Pamela P. Peterson

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Financial Management and Analysis

By: Frank J. Fabozzi,Pamela P. Peterson

Financial Management and Analysis, Second Edition covers many important financial topics that are neglected elsewhere--from raising funds via securitization to managing a financial institution. This book provides valuable insights into many major aspects of financial management and analysis, and includes expert advice, real-world examples, useful charts and graphs, and incisive end-of-chapter questions that help develop the skill set necessary to deal with the important financial problems encountered in today's business world.

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1023

Publisher

John Wiley & Sons

Published Date

ISBN 10

0471488933

ISBN 13

9780471488934

Mortgage-Backed Securities

Products, Structuring, and Analytical Techniques

By: Frank J. Fabozzi,Anand K. Bhattacharya,William S. Berliner

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Mortgage-Backed Securities

Products, Structuring, and Analytical Techniques

By: Frank J. Fabozzi,Anand K. Bhattacharya,William S. Berliner

An in-depth look at the latest innovations in mortgage-backed securities The largest sector of the fixed-income market is the mortgage market. Understanding this market is critical for portfolio managers, as well as issuers who must be familiar with how these securities are structured. Mortgage-Backed Securities is a timely guide to the investment characteristics, creation, and analysis of residential real estate-backed securities. Each chapter contains cutting-edge information for investors, traders, and other professionals involved in this market, including discussions of structuring mortgage products-such as agency CMOs and new types of mortgages-and an in-depth explanation of the concept of option-adjusted spreads and other analytical concepts used to assess relative value.

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302

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118044711

ISBN 13

9781118044711

Credit Union Investment Management

By: Frank J. Fabozzi,Mark B. Wickard

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Credit Union Investment Management

By: Frank J. Fabozzi,Mark B. Wickard

Credit Union Investment Management provides an in-depth examination of the methods executives use to achieve investment objectives and maximize returns on invested capital, while measuring and minimizing risk. Complete coverage includes: detailed features of investment vehicles, yield measures and their limitations, total return analysis, and stress testing.

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260

Publisher

John Wiley & Sons

Published Date

ISBN 10

1883249139

ISBN 13

9781883249137

Collateralized Debt Obligations

Structures and Analysis

By: Laurie S. Goodman,Frank J. Fabozzi

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Collateralized Debt Obligations

Structures and Analysis

By: Laurie S. Goodman,Frank J. Fabozzi

A practical guide to the features and investment characteristics of CDOs In the bond area, collateralized debt obligations, which include collateralized bond obligations and collateralized loan obligations, are the fastest-growing sector. Collateralized Debt Obligations: Structures and Analysis describes the various products in this area-cash flow CDOs, market value CDOs, synthetic CDOs, etc.-and explains how to evaluate them. With this book as their guide, investment managers and institutional investors alike will learn how to analyze the risks associated with CDOs, create a portfolio of CDO products, and assess trading opportunities in the secondary market.

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386

Publisher

John Wiley & Sons

Published Date

ISBN 10

0471445614

ISBN 13

9780471445616

The Global Money Markets

By: Frank J. Fabozzi,Steven V. Mann,Moorad Choudhry

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The Global Money Markets

By: Frank J. Fabozzi,Steven V. Mann,Moorad Choudhry

An informative look at the world of short-term investing and borrowing The Global Money Markets is the authoritative source on short-term investing and borrowing-from instruments in the U.S. and U.K., to asset-liability management. It also clearly demonstrates the various conventions used for money market calculations and discusses other short-term structured financial products such as asset-backed securities and mortgage-backed securities. Steven V. Mann (Columbia, SC) is Professor of Finance at the Moore School of Business, University of South Carolina. He has coauthored two previous books and numerous articles in the area of investments and works as a consultant to investment/commercial banks throughout the United States. Moorad Choudhry (Surrey, UK) is a Vice President of structured finance services with JPMorganChase in London. Prior to that he worked as a gilt-edged market maker and Treasury trader at ABN Amro Hoare Govett Sterling Bonds Limited, and as a sterling proprietary trader at Hambros Bank Limited. Moorad is a Senior Fellow at the Centre for Mathematical Trading and Finance, City University Business School. John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series. Comprising nearly 100 titles-which include numerous bestsellers—The Frank J. Fabozzi Series is a key resource for finance professionals and academics, strategists and students, and investors. The series is overseen by its eponymous editor, whose expert instruction and presentation of new ideas have been at the forefront of financial publishing for over twenty years. His successful career has provided him with the knowledge, insight, and advice that has led to this comprehensive series. Frank J. Fabozzi, PhD, CFA, CPA, is Editor of the Journal of Portfolio Management, which is read by thousands of institutional investors, as well as editor or author of over 100 books on finance for the professional and academic markets. Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University's School of Management and on the board of directors of the Guardian Life family of funds and the Black Rock complex of funds.

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338

Publisher

John Wiley & Sons

Published Date

ISBN 10

0471445649

ISBN 13

9780471445647

Encyclopedia of Financial Models, Volume I

By: Frank J. Fabozzi

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Encyclopedia of Financial Models, Volume I

By: Frank J. Fabozzi

Volume 1 of the Encyclopedia of Financial Models The need for serious coverage of financial modeling has never been greater, especially with the size, diversity, and efficiency of modern capital markets. With this in mind, the Encyclopedia of Financial Models has been created to help a broad spectrum of individuals ranging from finance professionals to academics and students understand financial modeling and make use of the various models currently available. Incorporating timely research and in-depth analysis, Volume 1 of the Encyclopedia of Financial Models covers both established and cutting-edge models and discusses their real-world applications. Edited by Frank Fabozzi, this volume includes contributions from global financial experts as well as academics with extensive consulting experience in this field. Organized alphabetically by category, this reliable resource consists of thirty-nine informative entries and provides readers with a balanced understanding of today's dynamic world of financial modeling. Volume 1 addresses Asset Pricing Models, Bayesian Analysis and Financial Modeling Applications, Bond Valuation Modeling, Credit Risk Modeling, and Derivatives Valuation Emphasizes both technical and implementation issues, providing researchers, educators, students, and practitioners with the necessary background to deal with issues related to financial modeling The 3-Volume Set contains coverage of the fundamentals and advances in financial modeling and provides the mathematical and statistical techniques needed to develop and test financial models Financial models have become increasingly commonplace, as well as complex. They are essential in a wide range of financial endeavors, and the Encyclopedia of Financial Models will help put them in perspective.

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948

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118539850

ISBN 13

9781118539859

The Basics of Financial Econometrics

Tools, Concepts, and Asset Management Applications

By: Frank J. Fabozzi,Sergio M. Focardi,Svetlozar T. Rachev,Bala G. Arshanapalli

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The Basics of Financial Econometrics

Tools, Concepts, and Asset Management Applications

By: Frank J. Fabozzi,Sergio M. Focardi,Svetlozar T. Rachev,Bala G. Arshanapalli

An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance. The techniques of financial econometrics facilitate the development and management of new financial instruments by providing models for pricing and risk assessment. In short, financial econometrics is an indispensable component to modern finance. The Basics of Financial Econometrics covers the commonly used techniques in the field without using unnecessary mathematical/statistical analysis. It focuses on foundational ideas and how they are applied. Topics covered include: regression models, factor analysis, volatility estimations, and time series techniques. Covers the basics of financial econometrics—an important topic in quantitative finance Contains several chapters on topics typically not covered even in basic books on econometrics such as model selection, model risk, and mitigating model risk Geared towards both practitioners and finance students who need to understand this dynamic discipline, but may not have advanced mathematical training, this book is a valuable resource on a topic of growing importance.

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433

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118727231

ISBN 13

9781118727232

Measuring and Controlling Interest Rate and Credit Risk

By: Frank J. Fabozzi,Steven V. Mann,Moorad Choudhry

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Measuring and Controlling Interest Rate and Credit Risk

By: Frank J. Fabozzi,Steven V. Mann,Moorad Choudhry

Measuring and Controlling Interest Rate and Credit Risk provides keys to using derivatives to control interest rate risk and credit risk, and controlling interest rate risk in a mortgage-backed securities derivative portfolio. This book includes information on measuring yield curve risk, swaps and exchange-traded options, TC options and related products, and describes how to measure and control the interest rate of risk of a bond portfolio or trading position. Measuring and Controlling Interest Rate and Credit Risk is a systematic evaluation of how to measure and control the interest rate risk and credit risk of a bond portfolio or trading position, defining key points in the process of risk management as related to financial situations. The authors construct a verbal flow chart, defining and illustrating interest rate risk and credit risk in regards to valuation, probability distributions, forecasting yield volatility, correlation and regression analyses. Hedging instruments discussed include futures contracts, interest rate swaps, exchange traded options, OTC options, and credit derivatives. The text includes calculated examples and readers will learn how to measure and control the interest rate risk and credit risk of a bond portfolio or trading position. They will discover value at risk approaches, valuation, probability distributions, yield volatility, futures, interest rate swaps, exchange traded funds; and find in-depth, up-to-date information on measuring interest rate with derivatives, quantifying the results of positions, and hedging. Frank J. Fabozzi (New Hope, PA) is a financial consultant, the Editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University?s School of Management. Steven V. Mann (Columbia, SC) is Professor of Finance at the Moore School of Business, University of South Carolina. Moorad Choudhry (Surrey, UK) is a Vice President with JPMorgan Chase structured finance services in London. Moorad Choudhry (Surrey, England) is a senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School, London, and is Editor of the Journal of Bond Trading and Management. He has authored a number of books on fixed income analysis and the capital markets. Moorad began his City career with ABN Amro Hoare Govett Sterling Bonds Limited, where he worked as a gilt-edged market maker, and Hambros Bank Limited where he was a sterling proprietary trader. He is currently a vice-president in Structured Finance Services with JPMorgan Chase Bank in London.

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545

Publisher

John Wiley & Sons

Published Date

ISBN 10

0471485918

ISBN 13

9780471485919

Investment Analysis & Portfolio Management

By: Frank K. Reilly,Keith C. Brown,Brindha Gunasingham,Asjeet Lamba,Dr Frank Elston

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Investment Analysis & Portfolio Management

By: Frank K. Reilly,Keith C. Brown,Brindha Gunasingham,Asjeet Lamba,Dr Frank Elston

This first Asia-Pacific edition of Reilly/Brown’s Investment Analysis and Portfolio Management builds on the authors’ strong reputations for combining solid theory with practical application and has been developed especially for courses across the Australia, New Zealand, and Asia-Pacific regions. The real-world illustrations and hands-on activities enhance an already rigourous, empirical approach to topics such as investment instruments, capital markets, behavioural finance, hedge funds, and international investment. The text also emphasises how investment practice and theory are influenced by globalisation.

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1062

Publisher

Cengage AU

Published Date

ISBN 10

0170416038

ISBN 13

9780170416030

Fixed Income Analysis

By: Frank J. Fabozzi

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Fixed Income Analysis

By: Frank J. Fabozzi

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864

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John Wiley & Sons

Published Date

ISBN 10

0470107847

ISBN 13

9780470107843

投资分析与组合管理

By: Frank K. Reilly

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投资分析与组合管理

By: Frank K. Reilly

本书向您介绍了投资分析与组合管理。

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1284

Publisher

中信出版社

Published Date

ISBN 10

7800735044

ISBN 13

9787800735042

Bond Portfolio Management

By: Frank J. Fabozzi

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Bond Portfolio Management

By: Frank J. Fabozzi

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Page Count

738

Publisher

John Wiley & Sons

Published Date

ISBN 10

1883249368

ISBN 13

9781883249366

Interest Rate, Term Structure, and Valuation Modeling

By: Frank J. Fabozzi, CFA

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Interest Rate, Term Structure, and Valuation Modeling

By: Frank J. Fabozzi, CFA

This ultimate guide contains an excellent blend of theory and practice This comprehensive guide covers various aspects of model building for fixed income securities and derivatives. Filled with expert advice, valuable insights, and advanced modeling techniques, Interest Rate, Term Structure, and Valuation Modeling is a book that all institutional investors, portfolio managers, and risk professionals should have. John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series. Comprising nearly 100 titles-which include numerous bestsellers—The Frank J. Fabozzi Series is a key resource for finance professionals and academics, strategists and students, and investors. The series is overseen by its eponymous editor, whose expert instruction and presentation of new ideas have been at the forefront of financial publishing for over twenty years. His successful career has provided him with the knowledge, insight, and advice that has led to this comprehensive series. Frank J. Fabozzi, PhD, CFA, CPA, is Editor of the Journal of Portfolio Management, which is read by thousands of institutional investors, as well as editor or author of over 100 books on finance for the professional and academic markets. Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University's School of Management and on the board of directors of the Guardian Life family of funds and the Black Rock complex of funds.

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Page Count

536

Publisher

John Wiley & Sons

Published Date

ISBN 10

0471220949

ISBN 13

9780471220947

Valuation of Interest Rate Swaps and Swaptions

By: Gerald W. Buetow,Frank J. Fabozzi

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Valuation of Interest Rate Swaps and Swaptions

By: Gerald W. Buetow,Frank J. Fabozzi

Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.

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Page Count

258

Publisher

John Wiley & Sons

Published Date

ISBN 10

1883249899

ISBN 13

9781883249892

The Theory and Practice of Investment Management Workbook

Step-by-Step Exercises and Tests to Help You Master The Theory and Practice of Investment Management

By: Harry M. Markowitz,Frank J. Fabozzi, CFA,Leonard Kostovetsky

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The Theory and Practice of Investment Management Workbook

Step-by-Step Exercises and Tests to Help You Master The Theory and Practice of Investment Management

By: Harry M. Markowitz,Frank J. Fabozzi, CFA,Leonard Kostovetsky

A practical workbook that promotes the understanding of investment management The Workbook includes a full answer key and brief chapter summaries, making the information that readers attain from The Theory and Practice of Investment Management (0-471-22889-0) that much more valuable. Harry M. Markowitz, PhD (San Diego, CA), is a consultant in the finance area. In 1990 he shared the Nobel Prize in Economics for his work in portfolio theory. Leonard Kostovetsky (Woodmere, NY) is a PhD student in finance at Princeton University. He is the founder of the Princeton Finance and Economics Forum.

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Page Count

434

Publisher

John Wiley & Sons

Published Date

ISBN 10

0471489506

ISBN 13

9780471489504

Valuation of Fixed Income Securities and Derivatives

By: Frank J. Fabozzi

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Valuation of Fixed Income Securities and Derivatives

By: Frank J. Fabozzi

The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.

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Page Count

296

Publisher

John Wiley & Sons

Published Date

ISBN 10

1883249252

ISBN 13

9781883249250

Probability and Statistics for Finance

By: Svetlozar T. Rachev,Markus Hoechstoetter,Frank J. Fabozzi,Sergio M. Focardi

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Probability and Statistics for Finance

By: Svetlozar T. Rachev,Markus Hoechstoetter,Frank J. Fabozzi,Sergio M. Focardi

A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm understanding of this discipline. Probability and Statistics for Finance addresses this issue by showing you how to apply quantitative methods to portfolios, and in all matter of your practices, in a clear, concise manner. Informative and accessible, this guide starts off with the basics and builds to an intermediate level of mastery. • Outlines an array of topics in probability and statistics and how to apply them in the world of finance • Includes detailed discussions of descriptive statistics, basic probability theory, inductive statistics, and multivariate analysis • Offers real-world illustrations of the issues addressed throughout the text The authors cover a wide range of topics in this book, which can be used by all finance professionals as well as students aspiring to enter the field of finance.

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Page Count

676

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470906324

ISBN 13

9780470906323

Treasury Securities and Derivatives

By: Frank J. Fabozzi

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Treasury Securities and Derivatives

By: Frank J. Fabozzi

Treasury securities represent the largest sector of interest rate markets. This book will provide securities newcomers with the tools they need to get up to speed and seasoned professionals with a valuable reference source. The book covers every aspect of the market, including: the basics, valuation techniques, risk analysis, and utilizing derivatives to control interest rate risk.

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Page Count

324

Publisher

John Wiley & Sons

Published Date

ISBN 10

1883249236

ISBN 13

9781883249236

Book's by Frank J Fabozzi

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