Fabozzi

T. Daniel Coggin, Frank J. Fabozzi , "Handbook of Equity Style Management" [Repost]

T. Daniel Coggin, Frank J. Fabozzi , "Handbook of Equity Style Management"
English | Feb 21, 2003 | ISBN: 0471268046 | 495 Pages | PDF | 17 MB

Beginning with the introduction of "value" and "growth" stocks in the late 1930s, expanding to add the concept of "small cap" stocks in the early 1980s, and progressing to the mathematical formalization of Nobel Laureate William Sharpe in the late 1980s, the methodology of equity style is now an integral part of U.S. and…
Simulation and Optimization in Finance: Modeling with MATLAB, @Risk, or VBA (Frank J. Fabozzi Series)

Simulation and Optimization in Finance: Modeling with MATLAB, @Risk, or VBA (Frank J. Fabozzi Series) by Dessislava Pachamanova and Frank J. Fabozzi CFA
English | 2010 | ISBN: 0470371897 | ISBN-13: 9780470371893 | 766 pages | PDF | 13,2 MB

An introduction to the theory and practice of financial simulation and optimization
In recent years, there has been a notable increase in the use of simulation and optimization methods in the financial industry. Applications include portfolio allocation, risk management, pricing, and capital budgeting under uncertainty.
Handbook of Alternative Assets (Frank J. Fabozzi Series) by Mark Jonathan Paul Anson (Repost)

Handbook of Alternative Assets (Frank J. Fabozzi Series) by Mark Jonathan Paul Anson (Repost)
Publisher: Wiley; 2 edition (September 1, 2006) | ISBN: 047198020X | Pages: 720 | PDF | 15.7 MB

Since the first edition of the Handbook of Alternative Assets was published, significant events-from the popping of the technology bubble and massive accounting scandals to recessions and bear markets-have shifted the financial landscape. These changes have provided author Mark J. P. Anson with an excellent opportunity to examine alternative assets during a different part of the economic cycle than previously observed in the first edition.
Bond Markets, Analysis and Strategies (Fourth Edition) by Frank J. Fabozzi (Repost)

Bond Markets, Analysis and Strategies (Fourth Edition) by Frank J. Fabozzi (Repost)
Publisher: Prentice Hal; 4th Edition, Intl. Edition (2000) | ISBN: 0130859133 | Pages: 607 | PDF | 34.48 MB

For undergraduate or graduate-level courses in Bonds and Investments, and other upper-level college courses in Economics or Finance that focus on bond markets.This comprehensive textbook on bonds takes a practical real-world approach to the subject. It contains detailed presentations of each type of bond and includes a wide range of products. Extensive discussions include not only the instruments, but also their investment characteristics, the state-of-the art technology for valuing them, and portfolio strategies for using them.
T. Daniel Coggin, Frank J. Fabozzi , "Handbook of Equity Style Management" (repost)

T. Daniel Coggin, Frank J. Fabozzi , "Handbook of Equity Style Management"
ISBN: 0471268046 | edition 2003 | PDF | 495 pages | 17 mb

Beginning with the introduction of "value" and "growth" stocks in the late 1930s, expanding to add the concept of "small cap" stocks in the early 1980s, and progressing to the mathematical formalization of Nobel Laureate William Sharpe in the late 1980s, the methodology of equity style is now an integral part of U.S. and non-U.S. equity analysis and portfolio management.
Laurie S. Goodman, Shumin Li, Douglas J. Lucas, "Subprime Mortgage Credit Derivatives (Frank J. Fabozzi Series)" (Repost)

Laurie S. Goodman, Shumin Li, Douglas J. Lucas, "Subprime Mortgage Credit Derivatives (Frank J. Fabozzi Series)"
ISBN: 047024366X | edition 2008 | PDF | 354 pages | 10,4 mb

Divided into four parts, this book addresses a variety of important topics, including mortgage credit (non-agency, first and second lien), mortgage securitizations (alternate structures and subprime triggers), credit default swaps on mortgage securities (ABX, cash synthetic relationships, CDO credit default swaps), and much more. In addition, the authors outline the origins of the subprime crisis, showing how during the 2004-2006 period, as housing became less affordable, origination standards were stretched-and when home price appreciation then turned to home price depreciation,…

Robust Portfolio Optimization and Management (Frank J. Fabozzi Series) { Repost }  eBooks & eLearning

Posted by vijaybbvv at Oct. 15, 2009
Robust Portfolio Optimization and Management (Frank J. Fabozzi Series) { Repost }

Robust Portfolio Optimization and Management (Frank J. Fabozzi Series)
Wiley | ISBN: 047192122X | 2007 | PDF | 512 pages | 4.2 mb

Praise for Robust Portfolio Optimization and Management.In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm, Pachamanova, and Focardi deserve high praise for producing a technically rigorous yet remarkably accessible guide to the latest advances
737299
Leland E. Crabbe, Frank J. Fabozzi "Managing A Corporate Bond Portfolio (Frank J. Fabozzi Series)"
Wiley | 2002 | ISBN: 0471218278 | 336 pages | PDF | 3.5 mb

Praise for Managing A Corporate Bond Portfolio

"Crabbe and Fabozzi's Managing a Corporate Bond Portfolio is a refreshingly good book on the neglected topic in fixed income portfolio management. If you want to understand the latest thinking in corporate bonds, what drives prices and why, read this book. You will emerge with knowledge that will help you get an edge in the competitive investing arena."
—Tim Opler, Director, Financial Strategy Group, CSFB
735800
Robust Portfolio Optimization and Management (Frank J. Fabozzi Series)
Authors: Frank J. Fabozzi, Petter N. Kolm, Dessislava A. Pachamanova, Sergio M. Focardi

Wiley | ISBN: 047192122X | 2007 | PDF | 512 pages | 4.2 mb

Subprime Mortgage Credit Derivatives (Frank J. Fabozzi Series)

Laurie S. Goodman, Shumin Li, Douglas J. Lucas, "Subprime Mortgage Credit Derivatives (Frank J. Fabozzi Series)"
Publisher: Wiley | 2008-06-30 | ISBN: 047024366X | 334 pages | PDF | 3.18 MB