In a market economy, the allocation of economic resources is the outcome of many In private decisions. Prices are the signals operating in a market economy that direct economic resources to their b…
A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Fina…
The standard reference for fixed income portfolio managers Despite their conservative nature, fixed income instruments are among the investment industry's most complex and potentially risky investm…
The first edition of Bond Markets, Analysis, and Strategies was published in 1989. The objec tive was to provide coverage of the products, analytical techniques for valuing bonds and quantifying th…
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 analys…
This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throu…
Relying on logical rather than mathematical explanations, Active Total Return Management of Fixed-Income Portfolios is one of the most incisive, up-to-date guides on the latest tools for managing a…
Investment Management for Insurers details all phases of the investment management process for insurers as well as fixed income instruments and derivatives and state-of-the-art analytical tools for…
This book is divided into three major parts: 1. Asset Allocation and Pension Fund Strategies 2. Stocks, Real Estate and Convertibles 3. Bond Portfolio Management Leibowitz addresses many of…
Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and…