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Encyclopedia of Financial Models III
book

Encyclopedia of Financial Models III

by Frank J. Fabozzi
November 2012
Beginner content levelBeginner
733 pages
27h 41m
English
Wiley
Content preview from Encyclopedia of Financial Models III

Nadaraya-Watson estimator, II:, II:

Natural conjugate priors, I:n

Navigation, fuel-efficient, I:

Near-misses, management of, III:

Net cash flow, defined, II:

Net cost of carry, I:, I:, I:, I:, I:

Net free cash flow (NFCF), II:, II:

Net profit margin, II:

Net working capital-to-sales ratio, II:

Network investment models, III:, III: f

Neumann boundary condition, II:, II:

Neural networks, II:, II:, II: f, II:

Newey-West corrections, II:

NIG distribution, III:n

9/11 attacks, effects of, III:

No-arbitrage condition, in certain economy, III:

No arbitrage models, use of, III:

No-arbitrage relations, I:

Noise

continuous-time, III:

in financial models, II:

in model selection, II:

models for, II:

reduction of, II:

Noise, white

defined, I:, II:

qualities of, II:

sequences, II:, II:

in stochastic differential equations, III:

strict, II:

vs. colored noise, III:

Nonlinear additive AR (NAAR) model, II:

Nonlinear dynamics and chaos, II:, II:

Nonlinearity, II:

in econometrics, II:

tests of, II:

Non-normal probability distributions, II:

Nonparametric methods, II:

Normal distributions, I:, I: f, I:, III: f

and AVaR, III:

comparison with α-stable, III: f

fundamentals of, II:

inverse Gaussian, III:, III: f, III: f (See also Gaussian distribution)

likelihood function, I:

for logarithmic returns, III:

mixtures of for downside risk estimation, III:

for modeling operational risk, III:

multivariate, and tail dependence, I:

properties of, II:, III:

relaxing assumption of, I:

standard, III:

standardized ...

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Publisher Resources

ISBN: 9781118539835Purchase book