Encyclopedia of Financial Models

Encyclopedia of Financial Models

Online ISBN: 9781118182635

DOI: 10.1002/9781118182635

About this Book

The need for serious coverage of financial modeling has never been greater, especially with the size, diversity, and efficiency of modern capital markets. With this in mind, the Encyclopedia of Financial Models, 3-Volume Set has been created to help professionals in the demanding field of finance understand the various models currently available and apply them in real-world situations. This 3-Volume Set contains information on both the fundamentals of, and advances in, financial modeling and addresses the mathematical and statistical techniques needed to develop and test financial models.

Volume I Addresses Asset Allocation, Asset Pricing Models, Bayesian Analysis and Financial Modeling Applications, Bond Valuation, Credit Risk Modeling, and Derivatives Valuation

Volume II Explores Equity Models and Valuation, Factor Models for Portfolio Construction, Financial Econometrics, Financial Modeling Principles, Financial Statements Analysis, Finite Mathematics for Financial Modeling, and Model Risk and Selection

Volume III Covers Mortgage-Backed Securities Analysis and Valuation, Operational Risk, Optimization Tools, Probability Theory, Risk Measures, Software for Financial Modeling, Stochastic Processes and Tools, Term Structure Modeling, Trading Cost Models, and Volatility.