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 --...

Praise for the First Edition "…a nice, self-contained introduction to simulation and computational techniques in finance…" - Mathematical Reviews Simulation Techniques in Financial Risk Management, Second Edition takes a unique approach to the field of simulations by focusing on techniques...

Real estate finance is a fast-developing area where top quality research is in great demand. In the US, the real estate market is worth about US4 trillion, and the REITs market about US200 billion; tens of thousands of real estate professionals are working in this area. The market overseas could...

FINANCIAL MODELS WITH LéVY PROCESSES AND VOLATILITY CLUSTERING The failure of financial models has been identified by some market observers as a major contributor to the global financial crisis. More specifically, it's been argued that the underlying assumption made in most of these models-that...

Over-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial crisis. Rather than being traded through a centralized institution such as a stock exchange, OTC trades are negotiated privately between...