Introduction to securitization

Introduction to Securitization outlines the basics of securitization, addressing applications for this technology to mortgages, collateralized debt obligations, future flows, credit cards, and auto loans. The authors present a comprehensive overview of the topic based on the experience they have gathered through years of interaction ...

Capital markets

institutions and instruments

For courses in Markets and Institutions or Money and Capital Markets This book helps prepare students for careers in Finance by describing a wide range of instruments for financing, investing, and controlling risk available in today's financial markets.

Financial Econometrics: From Basics to A

Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability ...

Fixed income analysis

In the Second Edition of "Fixed Income Analysis", financial expert Frank Fabozzi and a team of knowledgeable contributors provide complete coverage of the most important issues in fixed income analysis. Now, in "Fixed Income Analysis Workbook, Second Edition", Fabozzi offers you a wealth of practical ...

Operational risk

a guide to basel II capital requirements. models, and analysis

While operational risk has long been regarded as a mere part of "other" risks outside the realm of credit and market risk it has quickly made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway ...

Mortgage-backed securities

products, structuring and analytical techniques

Since the last edition of Mortgage-Backed Securities was published over three years ago, much has changed in the structured credit market. Frank Fabozzi, Anand Bhattacharya, and William Berliner all have many years of experience working in the fixed-income securitization markets, and have witnessed many cycles ...

The complete CFO handbook

from accounting to accountability

This must-have reference covers all of the major areas of cost accounting and analysis including product costing, relevant costs, cost- volume analysis, performance evaluation, transfer pricing, and capital budgeting. It includes methods of reorganizing, classifying, allocating, aggregating, and reporting actual costs and comparing them with ...

Collateralized debt obligations

structures and analysis

Table of Contents: Ch. 1 Cash CDO basics Ch. 2 Cash flow CDOs Ch. 3 High-yield loans : structure and performance Ch. 4 European bank loans and middle markets loans Ch. 5 Review of structured finance collateral : mortgage-related products Ch. 6 Review of structured finance collateral ...

Fixed income mathematics

analytical and statistical techniques

Frank J. Fabozzi is the world's most well-known and influential author and editor of books on fixed income securities and investments. This work is the investment industry's most comprehensive, easy-to-understand reference on the mathematics of fixed income securities. It is newly revised and ...

Handbook mortgage backed securities

Frank J. Fabozzi is one of the world's foremost authorities on fixed income securities and derivative instruments, and the author or editor of dozens of widely acclaimed fixed income books, including The Handbook of Fixed Income Securities, which sold more than 25,000 copies ...

Bond markets, analysis and strategies

Target Market: Fixed Income Securities Courses or Bond Markets Courses Fabozzi's, Bond Markets, prepares students to analyze the the bond market and use the tools for managing bond portfolios. Many texts on the market are far too theoretical, Fabozzi is quite the opposite. This ...

Fat-tailed and skewed asset return distributions

implications for risk management, portfolio selection, and option pricing

A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management. This unique book gives non-technical readers an understanding of the highly technical mathematics behind how portfolio management, risk management, and option pricing modeling ...

The Mathematics of Financial Modeling and Investment Management

The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance#enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to ...

Bonds markets, analysis, and strategies

This comprehensive textbook on bonds takes a practical real-world approach to the subject. It includes a detailed discussion of each type of bond including a wide range of products. The text features comprehensive discussion of not only the instruments, but their investment characteristics, the state-of-the ...

Financial management and analysis workbook

step-by-step exercises and tests to help you master financial management and analysis

This comprehensive workbook and study guide is the ideal complement to the bestselling Financial Management and Analysis, Second Edition#the definitive guide to the fundamentals of financial management and analysis. Financial Management and Analysis Workbook, Second Edition allows you to self-test your financial knowledge before ...

Principios de inversiones

En la última década se han sucedido rápidos, profundos y progresivos cambios en el sector de las inversiones, debido en parte por la abundancia y los diseños de las acciones y en parte por la creación de las nuevas estrategias de negociación, que hubiesen sido ...

Measuring and controlling interest rate risk

Measuring and Controlling Interest Rate and Credit Risk, Second Edition offers a systematic evaluation of how to measure and control the interest rate risk and credit risk of a bond portfolio or trading position under various financial conditions. Financial experts Frank Fabozzi, Steven Mann, and ...

Capital budgeting

theory and practice

Investing in emerging fixed income markets

The fixed income markets in emerging countries represent new and potentially lucrative area of investment for professionals, but with greater risk. This fully updated and revised edition shows investors how to identify solid investment opportunities in these markets, assess the risk potential, and develop an ...

Accessing capital markets through securitization

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 can help more institutions offer innovative fixed-income products.