Systematic investing in credit

Lev and QPS continue to shed light on the most important questions facing credit investors. This book focuses on their latest cutting-edge research into the appropriate role of credit as an asset class, the dynamics of credit benchmarks, and potential ways to benefit from equity ...

Quantitative equity investing

techniques and strategies

This title offers a comprehensive look at the tools and techniques used in quantitative equity management. Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The ...

Finance

capital markets, financial management, and investment management

This title presents a comprehensive introduction to the dynamic world of finance. Created by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, "Introduction to Finance" examines the essential elements of this discipline and makes them understandable to a wide array of readers ...

Leveraged finance

concepts, methods and trading of high-yield bonds, loans, and derivatives

This is a timely guide to today's high-yield corporate debt markets. "Leveraged Finance" is a comprehensive guide to the instruments and markets that finance much of corporate America. Presented in five sections, this experienced author team covers topics ranging from the basics of bonds ...

Subprime Mortgage Credit Derivatives

Mortgage credit derivatives are a risky business, especially of late. Written by an expert author team of UBS practitioners-Laurie Goodman, Shumin Li, Douglas Lucas, and Thomas Zimmerman-along with Frank Fabozzi of Yale University, Subprime Mortgage Credit Derivatives covers state- of-the-art instruments and strategies for managing ...

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 ...

Real options and option-embedded securities

This text presents a comprehensive treatment of the challenging field of option pricing and offers a unified approach to the use of options in solving problems in corporate finance.