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020 9781118539859|q(electronic bk.)
020 1118539850|q(electronic bk.)
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082 04 332.015118
082 04 332.015118|223
099 eBook O’Reilly for Public Libraries
245 00 Encyclopedia of financial models.|nVolume I /|cFrank J.
Fabozzi, editor.|h[O'Reilly electronic resource]
260 Hoboken, N.J. :|bWiley,|c2013.
300 1 online resource (1 volume) :|billustrations
336 text|btxt|2rdacontent
337 computer|bc|2rdamedia
338 online resource|bcr|2rdacarrier
504 Includes bibliographical references and index.
505 0 Title Page; Copyright; About the Editor; Contributors;
Preface; TOPIC CATEGORIES; Guide to the Encyclopedia of
Financial€Models; ORGANIZATION; Asset Allocation; Mean-
Variance Model for Portfolio Selection; SOME BASIC
CONCEPTS; MEASURING A PORTFOLIO'S EXPECTED RETURN;
MEASURING PORTFOLIO RISK; PORTFOLIO DIVERSIFICATION;
CHOOSING A PORTFOLIO OF RISKY ASSETS; ROBUST PORTFOLIO
OPTIMIZATION; KEY POINTS; NOTES; REFERENCES; Principles of
Optimization for Portfolio Selection; UNCONSTRAINED
OPTIMIZATION; CONSTRAINED OPTIMIZATION; KEY POINTS;
REFERENCES.
505 8 Asset Allocation and Portfolio Construction Techniques in
Designing the Performance-Seeking PortfolioTHE TANGENCY
PORTFOLIO AS THE RATIONALE BEHIND SHARPE RATIO
MAXIMIZATION; ROBUST ESTIMATORS FOR COVARIANCE PARAMETERS;
ROBUST ESTIMATORS FOR EXPECTED RETURNS; IMPLICATIONS FOR
BENCHMARK PORTFOLIO CONSTRUCTION; ASSET ALLOCATION
MODELING: PUTTING THE EFFICIENT BUILDING BLOCKS TOGETHER;
KEY POINTS; NOTES; REFERENCES; Asset Pricing Models;
General Principles of Asset Pricing; ONE-PERIOD FINITE
STATE ECONOMY; PORTFOLIOS AND MARKET COMPLETENESS; THE LAW
OF ONE PRICE AND LINEAR PRICING.
505 8 ARBITRAGE AND POSITIVE STATE PRICINGTHE FUNDAMENTAL
THEOREM OF ASSET PRICING; DISCOUNT FACTOR MODELS;
STOCHASTIC DISCOUNT FACTORS; KEY POINTS; REFERENCES;
Capital Asset Pricing Models; INTRODUCTION; SHARPE-LINTNER
CAPM; ROY CAPM; CONFUSIONS REGARDING THE CAPM; TWO
MEANINGS OF MARKET EFFICIENCY; CAPM INVESTORS DO NOT GET
PAID FOR BEARING RISK; THE "TWO BETA" TRAP; KEY POINTS;
NOTES; REFERENCES; Modeling Asset Price Dynamics;
FINANCIAL TIME SERIES; BINOMIAL TREES; ARITHMETIC RANDOM
WALKS; GEOMETRIC RANDOM WALKS; MEAN REVERSION; ADVANCED
RANDOM WALK MODELS; STOCHASTIC PROCESSES; KEY POINTS.
505 8 EQUIVALENT MARTINGALE MEASURES AND COMPLETE
MARKETSEQUIVALENT MARTINGALE MEASURES AND STATE PRICES;
ARBITRAGE PRICING WITH A PAYOFF RATE; IMPLICATIONS OF THE
ABSENCE OF ARBITRAGE; WORKING WITH EQUIVALENT MARTINGALE
MEASURES; KEY POINTS; NOTES; REFERENCES; Bayesian Analysis
and Financial Modeling Applications; Basic Principles of
Bayesian Analysis; THE LIKELIHOOD FUNCTION; BAYES'
THEOREM; KEY POINTS; NOTES; REFERENCES; Introduction to
Bayesian Inference; PRIOR INFORMATION; POSTERIOR
INFERENCE; BAYESIAN PREDICTIVE INFERENCE; ILLUSTRATION:
POSTERIOR TRADE-OFF AND THE NORMAL MEAN PARAMETER.
520 An essential reference dedicated to a wide array of
financial models, issues in financial modeling, and
mathematical and statistical tools for financial modeling
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, 3 Volume Set
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, the Encyclopedia of
Financial Models is an informative 3-Volume Set that
covers both established and cutting-edge models and
discusses their real-world applications. Edited by Frank
Fabozzi, this set 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 three separate volumes and 127 entries--
touching on everything from asset pricing and bond
valuation models to trading cost models and volatility--
and provides readers with a balanced understanding of
today's dynamic world of financial modeling. This 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 Emphasizes both technical and
implementation issues, providing researchers, educators,
students, and practitioners with the necessary background
to deal with issues related to financial modeling Each
volume includes a complete table of contents and index for
easy access to various parts of the encyclopedia Financial
models have become increasingly commonplace, as well as
complex. They are essential in a wide range of financial
endeavors, and this 3-Volume Set will help put them in
perspective.
588 0 Online resource; title from PDF title page (Safari, viewed
Apr. 25, 2013).
590 O'Reilly|bO'Reilly Online Learning: Academic/Public
Library Edition
650 0 Investments|xManagement|vEncyclopedias.
650 0 Portfolio management|vEncyclopedias.
650 0 Investments|vEncyclopedias.
650 6 Investissements|vEncyclopédies.
650 6 Gestion de portefeuille|vEncyclopédies.
650 7 Investments|xManagement|2fast
650 7 Portfolio management|2fast
655 7 Encyclopedias|2fast
700 1 Fabozzi, Frank J.
856 40 |uhttps://ezproxy.naperville-lib.org/login?url=https://
learning.oreilly.com/library/view/~/9781118539859/?ar
|zAvailable on O’Reilly for Public Libraries
938 eLibro|bELBO|nELB178455
938 EBSCOhost|bEBSC|n1455726
994 92|bJFN