Encyclopedia of Financial Models, Volume 1

VOLUME I

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 a broad spectrum of individuals—ranging from finance professionals to academics and students—understand the various models currently available and apply them in real-world situations.

Edited by Frank Fabozzi, this set includes contributions from global financial experts as well as academics with extensive consulting experience in this field. Incorporating timely research and in-depth analysis, Volume I of the Encyclopedia of Financial Models covers:

• Asset Allocation
• Asset Pricing Models
• Bayesian Analysis and Financial Modeling Applications
• Bond Valuation
• Credit Risk Modeling
• Derivatives Valuation