Encyclopedia of Financial Models V2

Volume II
<p>Equity Models and Valuation 1</p>
<p>Dividend Discount Models 3</p>
<p>Discounted Cash Flow Methods for Equity Valuation 15</p>
<p>Relative Valuation Methods for Equity Analysis 33</p>
<p>Equity Analysis in a Complex Market 47</p>
<p>Equity Portfolio Selection Models in Practice 61</p>
<p>Basics of Quantitative Equity Investing 89</p>
<p>Quantitative Equity Portfolio Management 107</p>
<p>Forecasting Stock Returns 121</p>
<p>Factor Models for Portfolio Construction 135</p>
<p>Factor Models 137</p>
<p>Principal Components Analysis and Factor Analysis 153</p>
<p>Multifactor Equity Risk Models and Their Applications 171</p>
<p>Factor–Based Equity Portfolio Construction and Analysis 195</p>
<p>Cross–Sectional Factor–Based Models and Trading Strategies 213</p>
<p>The Fundamentals of Fundamental Factor Models 243</p>
<p>Multifactor Equity Risk Models and Their Applications 255</p>
<p>Multifactor Fixed Income Risk Models and Their Applications 267</p>
<p>Financial Econometrics 293</p>
<p>Scope and Methods of Financial Econometrics 295</p>
<p>Regression Analysis: Theory and Estimation 305</p>
<p>Categorical and Dummy Variables in Regression Models 333</p>
<p>Quantile Regression 353</p>
<p>ARCH/GARCH Models in Applied Financial Econometrics 359</p>
<p>Classification and Regression Trees and Their Use in Financial Modeling 375</p>
<p>Applying Cointegration to Problems in Finance 383</p>
<p>Nonlinearity and Nonlinear Econometric Models in Finance 401</p>
<p>Robust Estimates of Betas and Correlations 437</p>
<p>Working with High–Frequency Data 449</p>
<p>FinancialModeling Principles 465</p>
<p>Milestones in Financial Modeling 467</p>
<p>From Art to Financial Modeling 479</p>
<p>Basic Data Description for Financial Modeling and Analysis 485</p>
<p>Time Series Concepts, Representations, and Models 501</p>
<p>Extracting Risk–Neutral Density Information from Options Market Prices 521</p>
<p>Financial Statement Analysis 529</p>
<p>Financial Statements 531</p>
<p>Financial Ratio Analysis 545</p>
<p>Cash–Flow Analysis 565</p>
<p>Finite Mathematics for Financial Modeling 579</p>
<p>Important Functions and Their Features 581</p>
<p>Time Value of Money 595</p>
<p>Fundamentals of Matrix Algebra 621</p>
<p>Difference Equations 629</p>
<p>Differential Equations 643</p>
<p>Partial Differential Equations in Finance 659</p>
<p>Model Risk and Selection 689</p>
<p>Model Risk 691</p>
<p>Model Selection and Its Pitfalls 699</p>
<p>Managing the Model Risk with the Methods</p>
<p>of the Probabilistic Decision Theory 719</p>
<p>Fat–Tailed Models for Risk Estimation 731</p>