Author Description

Frank Fabozzi follows up his successful Handbook of Finance with another major reference work, The Encyclopedia of Financial Models. This three-volume series on financial modeling covers the two major topical areas: asset valuation for cash and derivative instruments, and portfolio modeling. In addition, Fabozzi covers the critical background tools from mathematics, probability theory, statistics, and operations research needed to understand these complex models. Organized alphabetically by category (think: phone book), this book gives readers easy and quick access to specific topics sorted by an applicable category (Asset Allocation, Credit Risk Modeling, Statistical Tools, etc).