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Encyclopedia of Financial Models, 3 Volume Set by Frank J. Fabozzi

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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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