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Credit derivatives : instruments, applications, and pricing
Anson, Mark Jonathan Paul; Fabozzi, Frank J.; Choudhry, … - 2004
Persistent link: https://www.econbiz.de/10001783706
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Introduction to structured finance
Fabozzi, Frank J.; Davis, Henry A.; Choudhry, Moorad - 2006
Persistent link: https://www.econbiz.de/10013489895
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Financial modeling of the equity market : from CAPM to cointegration
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2006
Persistent link: https://www.econbiz.de/10002933247
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Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010
Persistent link: https://www.econbiz.de/10003898661
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Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010
portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz … FINANCE -- CAUSALITY -- SUMMARY -- Chapter 4: Common Pitfalls in Financial Modeling -- THEORY AND ENGINEERING -- ENGINEERING …
Persistent link: https://www.econbiz.de/10012683140
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The handbook of fixed income securities
Fabozzi, Frank J. (ed.); Fabozzi, Francesco A. (contributor) - 2021 - Ninth edition
"The definitive guide to fixed income securities-updated and revised with everything you need to succeed in today's market For nearly 40 years, The Handbook of Fixed Income Securities has been providing comprehensive, current, reliable information on everything investors like you need to stay on...
Persistent link: https://www.econbiz.de/10012308968
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The theory of qualitative economic growth : a new framework for economic growth theory
Focardi, Sergio M.; Fabozzi, Frank J. - 2023
"This book develops the theory of qualitative growth. This theory provides a major overhaul of economic theory. Modern … economies without any empirical basis. Our theory of qualitative growth is based on the principles of modern empirical science … where models might include terms and variables that acquire meaning through global theory and its measurement processes …
Persistent link: https://www.econbiz.de/10014372692
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Quantitative global bond portfolio management
Konstantinov, Gueorgui; Fabozzi, Frank J.; Simonian, Joseph - 2024
"Quantitative Global Bond Portfolio Management offers a comprehensive discussion of quantitative modelling approaches to managing global bond and currency portfolios. Drawing on practitioner and academic research, as well as the extensive market experience of the authors, the book provides a...
Persistent link: https://www.econbiz.de/10014235363
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Time series analysis for financial market meltdowns
Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Mitov, Ivan - 2010
There appears to be a consensus that the recent instability in global financial markets may be attributable in part to the failure of financial modeling. More specifically, current risk models have failed to properly assess the risks associated with large adverse stock price behavior. In this...
Persistent link: https://www.econbiz.de/10010301728