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Financial management and analysis workbook [[electronic resource] ] : step-by-step exercises and tests to help you master financial management and analysis / / Frank J. Fabozzi, Pamela P. Peterson, Wendy D. Habegger
Financial management and analysis workbook [[electronic resource] ] : step-by-step exercises and tests to help you master financial management and analysis / / Frank J. Fabozzi, Pamela P. Peterson, Wendy D. Habegger
Autore Fabozzi Frank J
Edizione [2nd ed.]
Pubbl/distr/stampa New York ; ; Chichester, : Wiley, 2004
Descrizione fisica 1 online resource (448 p.)
Disciplina 658.15076
Altri autori (Persone) Peterson DrakePamela <1954->
HabeggerWendy D
Collana Frank J. Fabozzi series
Soggetto topico Corporations - Finance
Business enterprises - Finance
ISBN 1-280-34570-5
9786610345700
0-471-65511-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Financial Management and Analysis Workbook; Contents; PART ONE Questions and Problems; CHAPTER 1 Introduction to Financial Management and Analysis; CHAPTER 2 Securities and Markets; CHAPTER 3 Financial Institutions and the Cost of Money; CHAPTER 4 Introduction to Derivatives; CHAPTER 5 Taxation; CHAPTER 6 Financial Statements; CHAPTER 7 Mathematics of Finance; CHAPTER 8 Principles of Asset Valuation and Investment Returns; CHAPTER 9 Valuation of Securities and Options; CHAPTER 10 Risk and Expected Return; CHAPTER 11 The Cost of Capital; CHAPTER 12 Capital Budgeting: Cash Flows
CHAPTER 13 Capital Budgeting Techniques CHAPTER 14 Capital Budgeting and Risk; CHAPTER 15 Intermediate and Long-Term Debt; CHAPTER 16 Common Stock; CHAPTER 17 Preferred Stock; CHAPTER 18 Capital Structure; CHAPTER 19 Management of Cash and Marketable Securities; CHAPTER 20 Management of Receivables and Inventory; CHAPTER 21 Management of Short-Term Financing; CHAPTER 22 Financial Ratio Analysis; CHAPTER 23 Earnings Analysis; CHAPTER 24 Cash Flow Analysis; CHAPTER 25 International Financial Management; CHAPTER 26 Borrowing via Structured Finance Transactions; CHAPTER 27 Equipment Leasing
CHAPTER 28 Project Financing CHAPTER 29 Strategy and Financial Planning; PART TWO Solutions; CHAPTER 1 Introduction to Financial Management and Analysis; CHAPTER 2 Securities and Markets; CHAPTER 3 Financial Institutions and the Cost of Money; CHAPTER 4 Introduction to Derivatives; CHAPTER 5 Taxation; CHAPTER 6 Financial Statements; CHAPTER 7 Mathematics of Finance; CHAPTER 8 Principles of Asset Valuation and Investment Returns; CHAPTER 9 Valuation of Securities and Options; CHAPTER 10 Risk and Expected Return; CHAPTER 11 The Cost of Capital; CHAPTER 12 Capital Budgeting: Cash Flows
CHAPTER 28 Project Financing CHAPTER 29 Strategy and Financial Planning
Record Nr. UNINA-9910780379803321
Fabozzi Frank J  
New York ; ; Chichester, : Wiley, 2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial management and analysis workbook [[electronic resource] ] : step-by-step exercises and tests to help you master financial management and analysis / / Frank J. Fabozzi, Pamela P. Peterson, Wendy D. Habegger
Financial management and analysis workbook [[electronic resource] ] : step-by-step exercises and tests to help you master financial management and analysis / / Frank J. Fabozzi, Pamela P. Peterson, Wendy D. Habegger
Autore Fabozzi Frank J
Edizione [2nd ed.]
Pubbl/distr/stampa New York ; ; Chichester, : Wiley, 2004
Descrizione fisica 1 online resource (448 p.)
Disciplina 658.15076
Altri autori (Persone) Peterson DrakePamela <1954->
HabeggerWendy D
Collana Frank J. Fabozzi series
Soggetto topico Corporations - Finance
Business enterprises - Finance
ISBN 1-280-34570-5
9786610345700
0-471-65511-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Financial Management and Analysis Workbook; Contents; PART ONE Questions and Problems; CHAPTER 1 Introduction to Financial Management and Analysis; CHAPTER 2 Securities and Markets; CHAPTER 3 Financial Institutions and the Cost of Money; CHAPTER 4 Introduction to Derivatives; CHAPTER 5 Taxation; CHAPTER 6 Financial Statements; CHAPTER 7 Mathematics of Finance; CHAPTER 8 Principles of Asset Valuation and Investment Returns; CHAPTER 9 Valuation of Securities and Options; CHAPTER 10 Risk and Expected Return; CHAPTER 11 The Cost of Capital; CHAPTER 12 Capital Budgeting: Cash Flows
CHAPTER 13 Capital Budgeting Techniques CHAPTER 14 Capital Budgeting and Risk; CHAPTER 15 Intermediate and Long-Term Debt; CHAPTER 16 Common Stock; CHAPTER 17 Preferred Stock; CHAPTER 18 Capital Structure; CHAPTER 19 Management of Cash and Marketable Securities; CHAPTER 20 Management of Receivables and Inventory; CHAPTER 21 Management of Short-Term Financing; CHAPTER 22 Financial Ratio Analysis; CHAPTER 23 Earnings Analysis; CHAPTER 24 Cash Flow Analysis; CHAPTER 25 International Financial Management; CHAPTER 26 Borrowing via Structured Finance Transactions; CHAPTER 27 Equipment Leasing
CHAPTER 28 Project Financing CHAPTER 29 Strategy and Financial Planning; PART TWO Solutions; CHAPTER 1 Introduction to Financial Management and Analysis; CHAPTER 2 Securities and Markets; CHAPTER 3 Financial Institutions and the Cost of Money; CHAPTER 4 Introduction to Derivatives; CHAPTER 5 Taxation; CHAPTER 6 Financial Statements; CHAPTER 7 Mathematics of Finance; CHAPTER 8 Principles of Asset Valuation and Investment Returns; CHAPTER 9 Valuation of Securities and Options; CHAPTER 10 Risk and Expected Return; CHAPTER 11 The Cost of Capital; CHAPTER 12 Capital Budgeting: Cash Flows
CHAPTER 28 Project Financing CHAPTER 29 Strategy and Financial Planning
Record Nr. UNINA-9910815445003321
Fabozzi Frank J  
New York ; ; Chichester, : Wiley, 2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial modeling of the equity market [[electronic resource] ] : from CAPM to cointegration / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Financial modeling of the equity market [[electronic resource] ] : from CAPM to cointegration / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Autore Fabozzi Frank J
Pubbl/distr/stampa Hoboken, N.J., : Wiley, c2006
Descrizione fisica 1 online resource (673 p.)
Disciplina 332.6
332.6322
Altri autori (Persone) FocardiSergio M
KolmPetter N
Collana Frank J. Fabozzi series
Wiley finance
Soggetto topico Stocks - Mathematical models
Portfolio management - Mathematical models
ISBN 1-119-20123-3
1-280-34337-0
9786610343379
0-470-03769-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Financial Modeling of the Equity Market; Contents; Preface; Acknowledgments; About the Authors; Chapter 1: Introduction; HISTORICAL PERSPECTIVE ON THE FINANCIAL MODELING OF THE EQUITY MARKET; CENTRAL THEMES OF THE BOOK; ORGANIZATION OF THE BOOK; Part I: Portfolio Allocation: Classical Theory and Modern Extensions; Chapter 2: Mean-Variance Analysis and Modern Portfolio Theory; THE BENEFITS OF DIVERSIFICATION; MEAN-VARIANCE ANALYSIS: OVERVIEW; CLASSICAL FRAMEWORK FOR MEAN-VARIANCE OPTIMIZATION; THE CAPITAL MARKET LINE; SELECTION OF THE OPTIMAL PORTFOLIO WHEN THERE IS A RISK-FREE ASSET
MORE ON UTILITY FUNCTIONS: A GENERAL FRAMEWORK FOR PORTFOLIO CHOICESUMMARY; Chapter 3: Transaction and Trading Costs; A TAXONOMY OF TRANSACTION COSTS; LIQUIDITY AND TRANSACTION COSTS; MARKET IMPACT MEASUREMENTS AND EMPIRICAL FINDINGS; FORECASTING AND MODELING MARKET IMPACT; INCORPORATING TRANSACTION COSTS IN ASSET-ALLOCATION MODELS; OPTIMAL TRADING; INTEGRATED PORTFOLIO MANAGEMENT: BEYOND EXPECTED RETURN AND PORTFOLIO RISK53; SUMMARY; Chapter 4: Applying the Portfolio Selection Framework in Practice; REBALANCING IN THE MEAN-VARIANCE OPTIMIZATION FRAMEWORK
PORTFOLIO CONSTRAINTS COMMONLY USED IN PRACTICESUMMARY; Chapter 5: Incorporating Higher Moments and Extreme Risk Measures; DISPERSION AND DOWNSIDE MEASURES; PORTFOLIO SELECTION WITH HIGHER MOMENTS THROUGH EXPANSIONS OF UTILITY; POLYNOMIAL GOAL PROGRAMMING FOR PORTFOLIO OPTIMIZATION WITH HIGHER MOMENTS; SOME REMARKS ON THE ESTIMATION OF HIGHER MOMENTS; THE APPROACH OF MALEVERGNE AND SORNETTE58; SUMMARY; Chapter 6: Mathematical and Numerical Optimization; MATHEMATICAL PROGRAMMING; NECESSARY CONDITIONS FOR OPTIMALITY FOR CONTINUOUS OPTIMIZATION PROBLEMS; HOW DO OPTIMIZATION ALGORITHMS WORK?
OPTIMIZATION SOFTWAREPRACTICAL CONSIDERATIONS WHEN USING OPTIMIZATION SOFTWARE; SUMMARY; Part II: Managing Uncertainty in Practice; Chapter 7: Equity Price Models; DEFINITIONS; THEORETICAL AND ECONOMETRIC MODELS; RANDOM WALK MODELS; GENERAL EQUILIBRIUM THEORIES; CAPITAL ASSET PRICING MODEL ( CAPM); ARBITRAGE PRICING THEORY ( APT); SUMMARY; Chapter 8: Forecasting Expected Return and Risk; DIVIDEND DISCOUNT AND RESIDUAL INCOME VALUATION MODELS; THE SAMPLE MEAN AND COVARIANCE ESTIMATOR; RANDOM MATRICES; ARBITRAGE PRICING THEORY AND FACTOR MODELS; FACTOR MODELS IN PRACTICE
FACTOR MODELS IN PRACTICE: AN EXAMPLEOTHER APPROACHES TO VOLATILITY ESTIMATION; APPLICATION TO INVESTMENT STRATEGIES AND PROPRIETARY TRADING; SUMMARY; Chapter 9: Robust Frameworks for Estimation and Portfolio Allocation; PRACTICAL PROBLEMS ENCOUNTERED IN MEAN-VARIANCE OPTIMIZATION; SHRINKAGE ESTIMATION; BAYESIAN APPROACHES; INCORPORATING ESTIMATION ERROR AND UNCERTAINTY IN THE PORTFOLIO ALLOCATION PROCESS; SUMMARY; Part III: Dynamic Models for Equity Prices; Chapter 10: Feedback and Predictors in Stock Markets; RANDOM WALK MODELS AND THEIR SHORTCOMINGS; TIME DIVERSIFICATION
A MULTIAGENT ECONOMY: EFFECTS OF AGENT HETEROGENEITY AND INTERACTIONS
Record Nr. UNINA-9910143563103321
Fabozzi Frank J  
Hoboken, N.J., : Wiley, c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial modeling of the equity market [[electronic resource] ] : from CAPM to cointegration / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Financial modeling of the equity market [[electronic resource] ] : from CAPM to cointegration / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Autore Fabozzi Frank J
Pubbl/distr/stampa Hoboken, N.J., : Wiley, c2006
Descrizione fisica 1 online resource (673 p.)
Disciplina 332.6
332.6322
Altri autori (Persone) FocardiSergio M
KolmPetter N
Collana Frank J. Fabozzi series
Wiley finance
Soggetto topico Stocks - Mathematical models
Portfolio management - Mathematical models
ISBN 1-119-20123-3
1-280-34337-0
9786610343379
0-470-03769-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Financial Modeling of the Equity Market; Contents; Preface; Acknowledgments; About the Authors; Chapter 1: Introduction; HISTORICAL PERSPECTIVE ON THE FINANCIAL MODELING OF THE EQUITY MARKET; CENTRAL THEMES OF THE BOOK; ORGANIZATION OF THE BOOK; Part I: Portfolio Allocation: Classical Theory and Modern Extensions; Chapter 2: Mean-Variance Analysis and Modern Portfolio Theory; THE BENEFITS OF DIVERSIFICATION; MEAN-VARIANCE ANALYSIS: OVERVIEW; CLASSICAL FRAMEWORK FOR MEAN-VARIANCE OPTIMIZATION; THE CAPITAL MARKET LINE; SELECTION OF THE OPTIMAL PORTFOLIO WHEN THERE IS A RISK-FREE ASSET
MORE ON UTILITY FUNCTIONS: A GENERAL FRAMEWORK FOR PORTFOLIO CHOICESUMMARY; Chapter 3: Transaction and Trading Costs; A TAXONOMY OF TRANSACTION COSTS; LIQUIDITY AND TRANSACTION COSTS; MARKET IMPACT MEASUREMENTS AND EMPIRICAL FINDINGS; FORECASTING AND MODELING MARKET IMPACT; INCORPORATING TRANSACTION COSTS IN ASSET-ALLOCATION MODELS; OPTIMAL TRADING; INTEGRATED PORTFOLIO MANAGEMENT: BEYOND EXPECTED RETURN AND PORTFOLIO RISK53; SUMMARY; Chapter 4: Applying the Portfolio Selection Framework in Practice; REBALANCING IN THE MEAN-VARIANCE OPTIMIZATION FRAMEWORK
PORTFOLIO CONSTRAINTS COMMONLY USED IN PRACTICESUMMARY; Chapter 5: Incorporating Higher Moments and Extreme Risk Measures; DISPERSION AND DOWNSIDE MEASURES; PORTFOLIO SELECTION WITH HIGHER MOMENTS THROUGH EXPANSIONS OF UTILITY; POLYNOMIAL GOAL PROGRAMMING FOR PORTFOLIO OPTIMIZATION WITH HIGHER MOMENTS; SOME REMARKS ON THE ESTIMATION OF HIGHER MOMENTS; THE APPROACH OF MALEVERGNE AND SORNETTE58; SUMMARY; Chapter 6: Mathematical and Numerical Optimization; MATHEMATICAL PROGRAMMING; NECESSARY CONDITIONS FOR OPTIMALITY FOR CONTINUOUS OPTIMIZATION PROBLEMS; HOW DO OPTIMIZATION ALGORITHMS WORK?
OPTIMIZATION SOFTWAREPRACTICAL CONSIDERATIONS WHEN USING OPTIMIZATION SOFTWARE; SUMMARY; Part II: Managing Uncertainty in Practice; Chapter 7: Equity Price Models; DEFINITIONS; THEORETICAL AND ECONOMETRIC MODELS; RANDOM WALK MODELS; GENERAL EQUILIBRIUM THEORIES; CAPITAL ASSET PRICING MODEL ( CAPM); ARBITRAGE PRICING THEORY ( APT); SUMMARY; Chapter 8: Forecasting Expected Return and Risk; DIVIDEND DISCOUNT AND RESIDUAL INCOME VALUATION MODELS; THE SAMPLE MEAN AND COVARIANCE ESTIMATOR; RANDOM MATRICES; ARBITRAGE PRICING THEORY AND FACTOR MODELS; FACTOR MODELS IN PRACTICE
FACTOR MODELS IN PRACTICE: AN EXAMPLEOTHER APPROACHES TO VOLATILITY ESTIMATION; APPLICATION TO INVESTMENT STRATEGIES AND PROPRIETARY TRADING; SUMMARY; Chapter 9: Robust Frameworks for Estimation and Portfolio Allocation; PRACTICAL PROBLEMS ENCOUNTERED IN MEAN-VARIANCE OPTIMIZATION; SHRINKAGE ESTIMATION; BAYESIAN APPROACHES; INCORPORATING ESTIMATION ERROR AND UNCERTAINTY IN THE PORTFOLIO ALLOCATION PROCESS; SUMMARY; Part III: Dynamic Models for Equity Prices; Chapter 10: Feedback and Predictors in Stock Markets; RANDOM WALK MODELS AND THEIR SHORTCOMINGS; TIME DIVERSIFICATION
A MULTIAGENT ECONOMY: EFFECTS OF AGENT HETEROGENEITY AND INTERACTIONS
Record Nr. UNINA-9910830332103321
Fabozzi Frank J  
Hoboken, N.J., : Wiley, c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial modeling of the equity market [[electronic resource] ] : from CAPM to cointegration / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Financial modeling of the equity market [[electronic resource] ] : from CAPM to cointegration / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Autore Fabozzi Frank J
Pubbl/distr/stampa Hoboken, N.J., : Wiley, c2006
Descrizione fisica 1 online resource (673 p.)
Disciplina 332.6
332.6322
Altri autori (Persone) FocardiSergio M
KolmPetter N
Collana Frank J. Fabozzi series
Wiley finance
Soggetto topico Stocks - Mathematical models
Portfolio management - Mathematical models
ISBN 1-119-20123-3
1-280-34337-0
9786610343379
0-470-03769-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Financial Modeling of the Equity Market; Contents; Preface; Acknowledgments; About the Authors; Chapter 1: Introduction; HISTORICAL PERSPECTIVE ON THE FINANCIAL MODELING OF THE EQUITY MARKET; CENTRAL THEMES OF THE BOOK; ORGANIZATION OF THE BOOK; Part I: Portfolio Allocation: Classical Theory and Modern Extensions; Chapter 2: Mean-Variance Analysis and Modern Portfolio Theory; THE BENEFITS OF DIVERSIFICATION; MEAN-VARIANCE ANALYSIS: OVERVIEW; CLASSICAL FRAMEWORK FOR MEAN-VARIANCE OPTIMIZATION; THE CAPITAL MARKET LINE; SELECTION OF THE OPTIMAL PORTFOLIO WHEN THERE IS A RISK-FREE ASSET
MORE ON UTILITY FUNCTIONS: A GENERAL FRAMEWORK FOR PORTFOLIO CHOICESUMMARY; Chapter 3: Transaction and Trading Costs; A TAXONOMY OF TRANSACTION COSTS; LIQUIDITY AND TRANSACTION COSTS; MARKET IMPACT MEASUREMENTS AND EMPIRICAL FINDINGS; FORECASTING AND MODELING MARKET IMPACT; INCORPORATING TRANSACTION COSTS IN ASSET-ALLOCATION MODELS; OPTIMAL TRADING; INTEGRATED PORTFOLIO MANAGEMENT: BEYOND EXPECTED RETURN AND PORTFOLIO RISK53; SUMMARY; Chapter 4: Applying the Portfolio Selection Framework in Practice; REBALANCING IN THE MEAN-VARIANCE OPTIMIZATION FRAMEWORK
PORTFOLIO CONSTRAINTS COMMONLY USED IN PRACTICESUMMARY; Chapter 5: Incorporating Higher Moments and Extreme Risk Measures; DISPERSION AND DOWNSIDE MEASURES; PORTFOLIO SELECTION WITH HIGHER MOMENTS THROUGH EXPANSIONS OF UTILITY; POLYNOMIAL GOAL PROGRAMMING FOR PORTFOLIO OPTIMIZATION WITH HIGHER MOMENTS; SOME REMARKS ON THE ESTIMATION OF HIGHER MOMENTS; THE APPROACH OF MALEVERGNE AND SORNETTE58; SUMMARY; Chapter 6: Mathematical and Numerical Optimization; MATHEMATICAL PROGRAMMING; NECESSARY CONDITIONS FOR OPTIMALITY FOR CONTINUOUS OPTIMIZATION PROBLEMS; HOW DO OPTIMIZATION ALGORITHMS WORK?
OPTIMIZATION SOFTWAREPRACTICAL CONSIDERATIONS WHEN USING OPTIMIZATION SOFTWARE; SUMMARY; Part II: Managing Uncertainty in Practice; Chapter 7: Equity Price Models; DEFINITIONS; THEORETICAL AND ECONOMETRIC MODELS; RANDOM WALK MODELS; GENERAL EQUILIBRIUM THEORIES; CAPITAL ASSET PRICING MODEL ( CAPM); ARBITRAGE PRICING THEORY ( APT); SUMMARY; Chapter 8: Forecasting Expected Return and Risk; DIVIDEND DISCOUNT AND RESIDUAL INCOME VALUATION MODELS; THE SAMPLE MEAN AND COVARIANCE ESTIMATOR; RANDOM MATRICES; ARBITRAGE PRICING THEORY AND FACTOR MODELS; FACTOR MODELS IN PRACTICE
FACTOR MODELS IN PRACTICE: AN EXAMPLEOTHER APPROACHES TO VOLATILITY ESTIMATION; APPLICATION TO INVESTMENT STRATEGIES AND PROPRIETARY TRADING; SUMMARY; Chapter 9: Robust Frameworks for Estimation and Portfolio Allocation; PRACTICAL PROBLEMS ENCOUNTERED IN MEAN-VARIANCE OPTIMIZATION; SHRINKAGE ESTIMATION; BAYESIAN APPROACHES; INCORPORATING ESTIMATION ERROR AND UNCERTAINTY IN THE PORTFOLIO ALLOCATION PROCESS; SUMMARY; Part III: Dynamic Models for Equity Prices; Chapter 10: Feedback and Predictors in Stock Markets; RANDOM WALK MODELS AND THEIR SHORTCOMINGS; TIME DIVERSIFICATION
A MULTIAGENT ECONOMY: EFFECTS OF AGENT HETEROGENEITY AND INTERACTIONS
Record Nr. UNINA-9910840853103321
Fabozzi Frank J  
Hoboken, N.J., : Wiley, c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The handbook of commodity investing [[electronic resource] /] / Frank J. Fabozzi, Roland Füss, Dieter G. Kaiser
The handbook of commodity investing [[electronic resource] /] / Frank J. Fabozzi, Roland Füss, Dieter G. Kaiser
Autore Fabozzi Frank J
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, c2008
Descrizione fisica 1 online resource (1010 p.)
Disciplina 332.632
Altri autori (Persone) FüssRoland
KaiserDieter G
Collana The Frank J. Fabozzi series
Soggetto topico Commodity futures
ISBN 1-281-38163-2
9786611381639
1-118-26700-1
0-470-29320-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The Handbook of Commodity Investing; Contents; Foreword; Preface; About the Editors; Contributing Authors; Part I: Mechanics of the Commodity Market; Chapter 1: A Primer on Commodity Investing; MARKET PARTICIPANTS; COMMODITY SECTORS; COMMODITIES AS AN ASSET CLASS OF THEIR OWN; COMMODITY EXCHANGES; PRICES AT THE COMMODITY FUTURES EXCHANGES; MODELS OF EXPECTED RETURNS; RISK AND PERFORMANCE CHARACTERISTICS; PORTFOLIO OPTIMIZATION WITH COMMODITIES; CONCLUSION; Chapter 2: The Pricing and Economics of Commodity Futures; THE RELATIONSHIP BETWEEN FUTURES PRICES AND SPOT PRICES
ECONOMICS OF THE COMMODITY MARKETS: NORMAL BACKWARDATION VERSUS CONTANGOCOMMODITY PRICES COMPARED TO FINANCIAL ASSET PRICES; CONCLUSION; Chapter 3: Commodity Futures Investments: A Review of Strategic Motivations and Tactical Opportunities; STRATEGIC MOTIVATION FOR COMMODITY INVESTMENTS; TACTICAL OPPORTUNITIES IN COMMODITY INVESTMENTS; CONCLUSION; Chapter 4: Macroeconomic Determinants of Commodity Futures Returns; COMMODITIES AS AN INFLATION HEDGE; DYNAMIC LINKAGES OF MONETARY POLICY AND COMMODITY RETURNS: A VECTOR AUTOREGRESSIVE ANALYSIS; COMMODITIES AND EXCHANGE RATES
COMMODITIES AND THE BUSINESS CYCLE CONCLUSION; Chapter 5: The Relationship Between Risk Premium and Convenience Yield Models; LIMITATION OF RISK NEUTRAL PRICING; TWO BASIC MODELS; TERM STRUCTURE OF COMMODITY PRICES; FUTURES RETURNS; A COMMON DECOMPOSITION OF FUTURES RETURNS; CONCLUSION; APPENDIX; Chapter 6: The Optimal Rotation Period of Renewable Resources: Theoretical Evidence from the Timber Sector; PRODUCTION AS A TIME CONSUMING PROCESS; NET PROCEEDS VERSUS COST RETURN; CAPITAL MANAGEMENT IN FORESTRY; REVENUES FINANCE EXPENDITURES; FROM FEUDALISM TO CAPITALISM; LOOKING BACK AND AROUND
CONCLUSION APPENDIX A; APPENDIX B; Part II: Performance Measurement; Chapter 7: Review of Commodity Futures Performance Benchmarks; SUMMARY OF COMMODITY INDEXES; EMPIRICAL ANALYSIS OF THE COMMODITY BENCHMARK PROBLEM; A SOLUTION FOR HETEROGENEOUS INDEXES; CONCLUSION; Chapter 8: Performance Characteristics of Commodity Futures; HISTORICAL RETURNS; RETURN DECOMPOSITION AND DIVERSIFICATION RETURN; CORRELATIONS; INFLATION; RETURNS OVER THE BUSINESS CYCLE; TACTICAL ASSET ALLOCATION; CONCLUSION; Chapter 9: Statistical Analysis of Commodity Futures Returns; SOURCES OF RETURN: AN ILLUSTRATION
UNIVARIATE ANALYSIS MULTIVARIATE ANALYSIS; CONCLUSION; Chapter 10: The Diversification Benefits of Commodity Futures Indexes: A Mean-Variance Spanning Test; HOW FINANCIAL ECONOMISTS VIEW ASSET CLASSES; REMOVE THE BORDER; RISK, RETURN, AND DIVERSIFICATION; EMPIRICAL RESULTS; POTENTIAL PITFALLS OF COMMODITY INDEX PERFORMANCE; CONCLUSION; APPENDIX; Chapter 11: CTA/Managed Futures Strategy Benchmarks; GROWTH AND BENEFIT OF MANAGED FUTURES; GENERAL DESCRIPTION OF MANAGED FUTURES; CTA INDEX CONSTRUCTION; EMPIRICAL ANALYSIS; ISSUES IN PERFORMANCE MEASUREMENT; CONCLUSION; Part III: Risk Management
Chapter 12: Some Thoughts on Risk Management for Commodity Portfolios
Record Nr. UNINA-9910143825903321
Fabozzi Frank J  
Hoboken, N.J., : Wiley, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The handbook of commodity investing [[electronic resource] /] / Frank J. Fabozzi, Roland Füss, Dieter G. Kaiser
The handbook of commodity investing [[electronic resource] /] / Frank J. Fabozzi, Roland Füss, Dieter G. Kaiser
Autore Fabozzi Frank J
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, c2008
Descrizione fisica 1 online resource (1010 p.)
Disciplina 332.632
Altri autori (Persone) FüssRoland
KaiserDieter G
Collana The Frank J. Fabozzi series
Soggetto topico Commodity futures
ISBN 1-281-38163-2
9786611381639
1-118-26700-1
0-470-29320-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The Handbook of Commodity Investing; Contents; Foreword; Preface; About the Editors; Contributing Authors; Part I: Mechanics of the Commodity Market; Chapter 1: A Primer on Commodity Investing; MARKET PARTICIPANTS; COMMODITY SECTORS; COMMODITIES AS AN ASSET CLASS OF THEIR OWN; COMMODITY EXCHANGES; PRICES AT THE COMMODITY FUTURES EXCHANGES; MODELS OF EXPECTED RETURNS; RISK AND PERFORMANCE CHARACTERISTICS; PORTFOLIO OPTIMIZATION WITH COMMODITIES; CONCLUSION; Chapter 2: The Pricing and Economics of Commodity Futures; THE RELATIONSHIP BETWEEN FUTURES PRICES AND SPOT PRICES
ECONOMICS OF THE COMMODITY MARKETS: NORMAL BACKWARDATION VERSUS CONTANGOCOMMODITY PRICES COMPARED TO FINANCIAL ASSET PRICES; CONCLUSION; Chapter 3: Commodity Futures Investments: A Review of Strategic Motivations and Tactical Opportunities; STRATEGIC MOTIVATION FOR COMMODITY INVESTMENTS; TACTICAL OPPORTUNITIES IN COMMODITY INVESTMENTS; CONCLUSION; Chapter 4: Macroeconomic Determinants of Commodity Futures Returns; COMMODITIES AS AN INFLATION HEDGE; DYNAMIC LINKAGES OF MONETARY POLICY AND COMMODITY RETURNS: A VECTOR AUTOREGRESSIVE ANALYSIS; COMMODITIES AND EXCHANGE RATES
COMMODITIES AND THE BUSINESS CYCLE CONCLUSION; Chapter 5: The Relationship Between Risk Premium and Convenience Yield Models; LIMITATION OF RISK NEUTRAL PRICING; TWO BASIC MODELS; TERM STRUCTURE OF COMMODITY PRICES; FUTURES RETURNS; A COMMON DECOMPOSITION OF FUTURES RETURNS; CONCLUSION; APPENDIX; Chapter 6: The Optimal Rotation Period of Renewable Resources: Theoretical Evidence from the Timber Sector; PRODUCTION AS A TIME CONSUMING PROCESS; NET PROCEEDS VERSUS COST RETURN; CAPITAL MANAGEMENT IN FORESTRY; REVENUES FINANCE EXPENDITURES; FROM FEUDALISM TO CAPITALISM; LOOKING BACK AND AROUND
CONCLUSION APPENDIX A; APPENDIX B; Part II: Performance Measurement; Chapter 7: Review of Commodity Futures Performance Benchmarks; SUMMARY OF COMMODITY INDEXES; EMPIRICAL ANALYSIS OF THE COMMODITY BENCHMARK PROBLEM; A SOLUTION FOR HETEROGENEOUS INDEXES; CONCLUSION; Chapter 8: Performance Characteristics of Commodity Futures; HISTORICAL RETURNS; RETURN DECOMPOSITION AND DIVERSIFICATION RETURN; CORRELATIONS; INFLATION; RETURNS OVER THE BUSINESS CYCLE; TACTICAL ASSET ALLOCATION; CONCLUSION; Chapter 9: Statistical Analysis of Commodity Futures Returns; SOURCES OF RETURN: AN ILLUSTRATION
UNIVARIATE ANALYSIS MULTIVARIATE ANALYSIS; CONCLUSION; Chapter 10: The Diversification Benefits of Commodity Futures Indexes: A Mean-Variance Spanning Test; HOW FINANCIAL ECONOMISTS VIEW ASSET CLASSES; REMOVE THE BORDER; RISK, RETURN, AND DIVERSIFICATION; EMPIRICAL RESULTS; POTENTIAL PITFALLS OF COMMODITY INDEX PERFORMANCE; CONCLUSION; APPENDIX; Chapter 11: CTA/Managed Futures Strategy Benchmarks; GROWTH AND BENEFIT OF MANAGED FUTURES; GENERAL DESCRIPTION OF MANAGED FUTURES; CTA INDEX CONSTRUCTION; EMPIRICAL ANALYSIS; ISSUES IN PERFORMANCE MEASUREMENT; CONCLUSION; Part III: Risk Management
Chapter 12: Some Thoughts on Risk Management for Commodity Portfolios
Record Nr. UNINA-9910816635603321
Fabozzi Frank J  
Hoboken, N.J., : Wiley, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Introduction to fixed income analytics [[electronic resource] ] : relative value analysis, risk measures, and valuation / / Frank J. Fabozzi, Steven V. Mann
Introduction to fixed income analytics [[electronic resource] ] : relative value analysis, risk measures, and valuation / / Frank J. Fabozzi, Steven V. Mann
Autore Fabozzi Frank J
Edizione [2nd ed.]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, 2010
Descrizione fisica 1 online resource (499 p.)
Disciplina 332.63/2
Altri autori (Persone) MannSteven V
Collana Frank J. Fabozzi series
Soggetto topico Fixed-income securities
Fixed-income securities - Mathematics
Rate of return
Risk management
ISBN 1-282-81711-6
9786612817113
0-470-92209-5
1-118-26664-1
0-470-92207-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures, and Valuation, Second Edition; Contents; Preface; About the Authors; Chapter 1: Time Value of Money; Chapter 2: Yield Curve Analysis; Chapter 3: Day Count Conventions and Accrued Interest; Chapter 4: Valuation of Option-Free Bonds; Chapter 5: Yield Measures; Chapter 6: Analysis of Floating Rate Securities; Chapter 7: Valuation of Bonds with Embedded Options; Chapter 8: Cash Flow for Mortgage-Backed Securities and Amortizing Asset-Backed Securities
Chapter 9: Valuation of Mortgage-Backed and Asset-Backed SecuritiesChapter 10: Analysis of Convertible Bonds; Chapter 11: Total Return; Chapter 12: Measuring Interest Rate Risk; Chapter 13: Value-at-Risk Measure and Extensions; Chapter 14: Analysis of Inflation-Protected Bonds; Chapter 15: The Tools of Relative Value Analysis; Chapter 16: Analysis of Interest Rate Swaps; Chapter 17: Estimating Yield Volatility; Index
Record Nr. UNINA-9910140753803321
Fabozzi Frank J  
Hoboken, N.J., : Wiley, 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Introduction to fixed income analytics [[electronic resource] ] : relative value analysis, risk measures, and valuation / / Frank J. Fabozzi, Steven V. Mann
Introduction to fixed income analytics [[electronic resource] ] : relative value analysis, risk measures, and valuation / / Frank J. Fabozzi, Steven V. Mann
Autore Fabozzi Frank J
Edizione [2nd ed.]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, 2010
Descrizione fisica 1 online resource (499 p.)
Disciplina 332.63/2
Altri autori (Persone) MannSteven V
Collana Frank J. Fabozzi series
Soggetto topico Fixed-income securities
Fixed-income securities - Mathematics
Rate of return
Risk management
ISBN 1-282-81711-6
9786612817113
0-470-92209-5
1-118-26664-1
0-470-92207-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures, and Valuation, Second Edition; Contents; Preface; About the Authors; Chapter 1: Time Value of Money; Chapter 2: Yield Curve Analysis; Chapter 3: Day Count Conventions and Accrued Interest; Chapter 4: Valuation of Option-Free Bonds; Chapter 5: Yield Measures; Chapter 6: Analysis of Floating Rate Securities; Chapter 7: Valuation of Bonds with Embedded Options; Chapter 8: Cash Flow for Mortgage-Backed Securities and Amortizing Asset-Backed Securities
Chapter 9: Valuation of Mortgage-Backed and Asset-Backed SecuritiesChapter 10: Analysis of Convertible Bonds; Chapter 11: Total Return; Chapter 12: Measuring Interest Rate Risk; Chapter 13: Value-at-Risk Measure and Extensions; Chapter 14: Analysis of Inflation-Protected Bonds; Chapter 15: The Tools of Relative Value Analysis; Chapter 16: Analysis of Interest Rate Swaps; Chapter 17: Estimating Yield Volatility; Index
Record Nr. UNINA-9910820074103321
Fabozzi Frank J  
Hoboken, N.J., : Wiley, 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Introduction to securitization [[electronic resource] /] / Frank J. Fabozzi, Vinod Kothari
Introduction to securitization [[electronic resource] /] / Frank J. Fabozzi, Vinod Kothari
Autore Fabozzi Frank J
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, N.J., : John Wiley & Sons, c2008
Descrizione fisica 1 online resource (386 p.)
Disciplina 332.63/2
Altri autori (Persone) KothariVinod
Collana The Frank J. Fabozzi series
Soggetto topico Asset-backed financing
Securities
ISBN 1-281-74435-2
9786611744359
1-118-26689-7
0-470-40327-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction -- Issuer motivation for securitizing assets and the goals of securitizing -- Structuring agency MBS deals -- Structuring nonagency deals -- Credit enhancements -- Use of interest rate derivatives in securitization transactions -- Operational issues in securitization -- Collateral classes in ABS : retail loans -- Asset-backed commercial paper conduits and other structured vehicles -- Securitization of future cash flows : future revenues, operating revenues, and insurance profits -- Introduction to collateralized debt obligations -- Types of collateralized debt obligations -- Structuring and analysis of CDOs -- Benefits of securitization to financial markets and economies -- Concerns with securitization's impact on financial markets and economies.
Record Nr. UNINA-9910144137703321
Fabozzi Frank J  
Hoboken, N.J., : John Wiley & Sons, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui