Encyclopedia of Financial Models
Encyclopedia of Financial Models is an essential reference dedicated to a wide array of financial models, issues in financial modeling, and mathematical and statistical tools for financial modeling. Incorporating timely research and in-depth analysis, this book is an informative 3-Volume Set that covers both established and cutting-edge models and discusses their real-world applications.
- Covers the two major topical areas: asset valuation for cash and derivative instruments, and portfolio modeling
- Fabozzi explores the critical background tools from mathematics, probability theory, statistics, and operations research needed to understand these complex models
- Organized alphabetically by category, this book gives readers easy and quick access to specific topics sorted by an applicable category among them Asset Allocation, Credit Risk Modeling, Statistical Tools