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eISBN : 9780470882108

Sommaire : Contents
Preface.

1. Introduction.
Part 1. Fundamental Concepts.

2. Important Finance Concepts.
3. Random Variables, Probability Distributions, and Important Statistical Concepts.
4. Simulation Modeling and Software.
5. Optimization Modeling.
6. Optimization under Uncertainty.

Part 2. Portfolio Optimization and Risk Measures.

7. Asset Diversification and Efficient Frontiers.
8. Advances in the Theory of Risk Measures.
9. Equity Portfolio Management in Practice.
10. Fixed Income Portfolio Management in Practice.

Part 3. Asset Pricing Models.

11. Regression and Factor Models.
12. Modeling Asset Price Dynamics.

Part 4. Derivative Pricing and Use.

13. Introduction to Derivatives.
14. Pricing Derivatives by Simulation.
15. Structuring and Pricing Residential Mortgage-Backed Securities.
16. Using Derivatives in Portfolio Management.

Part 5. Capital Budgeting Decisions.

17. Capital budgeting under uncertainty.
18. Real options.

References.

Index.

Langue : Anglais

Collection : THE FRANK J. FABOZZI SERIES

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque