A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics...czytaj dalej
An inside look at modern approaches to modeling equity portfolios Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for...czytaj dalej
Measuring and Controlling Interest Rate and Credit Risk provides keys to using derivatives to control interest rate risk and credit risk, and controlling interest rate risk in a mortgage-backed securities derivative...czytaj dalej
This innovative collection, written by securitization professionals and edited by finance guru Frank Fabozzi, thoroughly explains the basics and the mechanics of securitization and shows how securitization...czytaj dalej
Target Market: Fixed Income Securities Courses or Bond Markets Courses Fabozzi's, Bond Markets, prepares students to analyze the bond market and use the tools for managing bond portfolios. Many texts on the...czytaj dalej
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...czytaj dalej
The world's #1 fixed income book, now with 21 all-new chaptersThe Handbook of Fixed Income Securities occupies the top spot as the most authoritative, widely read reference in the global fixed income marketplace...czytaj dalej