Books in the Frank J. Fabozzi Series series

Crucial methods, tactics and tools for successful pension fund managementAchieving Investment Excellence offers trustees and asset managers a comprehensive handbook for improving the quality of their investments. With a stated goal of substantially and sustainably improving annual returns, this book clarifies and demystifies important concepts surrounding trustee duties and responsibilities, investment strategies, analysis, evaluation and much more.Low interest rates are making the high cost of future pension payouts fraught with tension, even as the time and knowledge required to manage these funds appropriately increases -- it is no wonder that pensions are increasingly seen as a financial liability. Now more than ever, it is critical that trustees understand exactly what contributes to investment success -- and what detracts from it. This book details the roles, the tools and the strategies that make pension funds pay off.* Understand the role of pension funds and the fiduciary duty of trustees* Learn the tools and kills you need to build profound and lasting investment excellence* Analyse, diagnose and improve investment quality of funds using concrete tools and instruments* Study illustrative examples that demonstrate critical implementation and execution advicePacked with expert insight, crucial tools and real-life examples, this book is an important resource for those tasked with governing these. Achieving Investment Excellence provides the expert insight, clear guidance and key wisdom you need to manage these funds successfully.

Comprehensive coverage of the time value of money In this book, authors Pamela Peterson Drake and Frank Fabozzi fully expand upon the type of time value of money (TVM) concepts usually presented as part of overviews given in other general finance books.

A comprehensive portfolio optimization guide, with provided MATLAB code Robust Equity Portfolio Management + Website offers the most comprehensive coverage available in this burgeoning field.

An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance.

The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part of the Frank J.

A Comprehensive Guide to Quantitative Financial Risk Management Written by an international team of experts in the field, Quantitative Financial Risk Management: Theory and Practice provides an invaluable guide to the most recent and innovative research on the topics of financial risk management, portfolio management, credit risk modeling, and worldwide financial markets. This comprehensive text reviews the tools and concepts of financial management that draw on the practices of economics, accounting, statistics, econometrics, mathematics, stochastic processes, and computer science and technology. Using the information found in Quantitative Financial Risk Management can help professionals to better manage, monitor, and measure risk, especially in todayΓÇ▓s uncertain world of globalization, market volatility, and geoΓÇôpolitical crisis. Quantitative Financial Risk Management delivers the information, tools, techniques, and most current research in the critical field of risk management. This text offers an essential guide for quantitative analysts, financial professionals, and academic scholars.

Credit analysis is an important factor in judging investment value. Fundamentally sound credit analysis can offer more insight into the value of an investment and lead to greater profits. This study presents a professional framework for understanding and managing a successful corporate or municipal bond analysis, while providing informative case studies from well-known private and government organizations.

Issuer Perspectives on Securitization provides insight into the basics of securitization as well as more advanced techniques such as nontraditional asset-backed securities, transactional due diligence, and accounting rules and techniques. Leading experts in the field detail all aspects of securitiza

Analyzing financial statements is one of the most important tools professional investors and corporate finance executives need up-to-date information on. Tackling the changing complexities in the area of financial statement analysis, the new edition addresses changes to U.S.

This book provides a look at all the disciplines in finance without being overly technical in any one. The authors, Fabozzi and Peterson Drake, thoroughly cover topics such as the financial markets and institutions, corporate finance, portfolio management, risk management, and financial engineering, among others.

Capital assets are long-term assets, so mistakes made in budgeting have long-term ramifications. Authors Peterson and Fabozzi provide the tools you need for wise investment decisions, estimating cash flows, and risk assessment, in addition to explaining concepts like the Profitability Index and Modified Internal Rate of Return.

Frank Fabozzi leads an international team of fixed income experts in analyzing subjects varying from active portfolio management against an index to credit analysis and debt covenants in emerging markets.This second volume is a captivating and systematic investment tool that presents practical techniques developed by todays best and brightest fixed-income practitioners.

This guide to equipment leasing covers basic and complex topics, from leveraged leases to the operational, financial and legal aspects of leasing. It looks at operating a leasing company, lease portfolio administration, investing in leasing companies and more.

Financial statements capture and report on four key business activities: planning, financing, investing, and operating activities. To intelligently understand, analyze, and interpret financial statements you must look for the right information, know where to locate it, and then act swiftly on the fi

This authoritative, all-in-one resource gathers some of the most highly respected practitioners to discuss ways to manage an investment portfolio in today's volatile market environment. From an overview of monetary policy to detailed descriptions of hedging risk through use of derivatives, Fabozzi's Handbook of Portfolio Management covers a wide range of investment portfolio management skills.

The fixed income markets in emerging countries represent a new and potentially lucrative area of investment for investors. But along with the possibility of big returns, there is a much greater risk. The Handbook of Emerging Fixed Income and Currency Markets shows investors how to identify solid investment opportunities in these markets, assess the risk potential, and develop an investment approach to ensure long-range profits. Featuring contributions from leading experts around the world, this book provides a comprehensive and authoritative guide to these exciting new markets.

Floating-Rate Securities is the only complete resource on "floaters" that fills the information void surrounding these complex securities. It explains the basics of floating rate securities, how to value them, techniques to compute spread measures for relative value analysis, and much more.

An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value.

An up-to-date look at the latest innovations in mortgage-backed securities Since the last edition of Mortgage-Backed Securities was published over three years ago, much has changed in the structured credit market.

This book is a comprehensive and insightful overview of international real estate focusing on three of the BRICs: China, India and Brazil. I was pleasantly surprised to find useful market data and industry profiles for each of the countries that were very consistent with my first hand experience.

* In this book, authors Rachev, Kim, Bianchi, and Fabozzi present readers with the notions of risk and their corresponding performance measures.

Commercial mortgage-backed securities (CMBS)-securitizations of mortgage loans backed by commercial real estate-have become compelling devices for fixed income investing. This title, edited by renowned financial expert Frank Fabozzi, describes the structure, valuation, and performance of CMBS, illustrates an empirical framework for estimating CMBS defaults, instructs how to value prepayment and credit risks of CMBS, and more.

An analysis of the major sectors of asset-backed securities (ABS), detailing their uses to improve leverage ratios and to liquefy balance sheets, along with techniques to value these investment tools.

A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed.

Leveraged finance is an often discussed topic and includes coverage of loans, bonds, collateralized loan obligations, and portfolio credit products such as synthetics. This is a rich and comprehensive guide to the instruments financing most of corporate America (bonds and loans) and their derivatives.

A comprehensive volume that covers a complete array oftraditional and alternative investment vehicles This practical guide provides a comprehensive overview oftraditional and alternative investment vehicles for professionaland individual investors hoping to gain a deeper understanding ofthe benefits and pitfalls of using these products.

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.