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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...
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Title Page -- Copyright -- About the Editor -- Contributors -- Preface -- TOPIC CATEGORIES -- Guide to the Encyclopedia of Financial Models -- Organization -- Mortgage-Backed Securities Analysis and Valuation -- Valuing Mortgage-Backed and Asset-Backed Securities -- CASH-FLOW YIELD ANALYSIS --...
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Portfolio Construction -- Factor Models -- ARBITRAGE PRICING THEORY -- TYPES OF FACTOR MODELS -- FACTOR MODEL ESTIMATION -- USE … MULTIFACTOR CAPM: MERTON -- ARBITRAGE PRICING THEORY: ROSS -- ARBITRAGE, HEDGING, AND OPTION THEORY: BLACK, SCHOLES, AND MERTON …
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