Series: Frank J. Fabozzi Series

Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modelling. While the principles and concepts explained throughout the book can be used in financial modelling and decision making in general, the authors focus on portfolio management and market risk management—since these are the areas in finance where Bayesian...

A Comprehensive Guide to All Aspects of Fixed Income Securities Fixed Income Securities, Second Edition sets the standard for a concise, complete explanation of the dynamics and opportunities inherent in today's fixed income marketplace. Frank Fabozzi combines all the various aspects of the fixed income market, including valuation, the interest rates of risk measurement, portfolio factors, and qualities of individual...

An accessible and mathematically rigorous resource for masters and PhD students In Foundations of the Pricing of Financial Derivatives: Theory and Analysis, two expert finance academics with professional experience deliver a practical new text for doctoral and masters’ students and new practitioners. The book draws on the authors' extensive combined experience in teaching, research, and consulting on this topic, striking...

Expansive overview of theory and practical implementation of networks in investment management Guided by graph theory, Network Models in Finance: Expanding the Tools for Portfolio and Risk Management provides a comprehensive overview of networks in investment management. It delivers strong knowledge of various types of networks, important characteristics, estimation, and their implementation in portfolio and risk management. With insights into...

A comprehensive look at how probability and statistics is applied to the investment process. Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm understanding of this discipline. Probability and Statistics for Finance addresses this issue by showing...