Encyclopedia of Financial Models, Volume 3

VOLUME III

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 III of the Encyclopedia of Financial Models 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
• Volatility