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I agree with iLoveVolatility that Schmelzle's survey paper is a good way to start but it does contain some errors in the section to the Lewis (2001) approach. So be aware there. Lewis' original paper is however quite accessible. Zhu (2010) contains in chapter 2 and 4 an introduction of various Fourier methods in finance. More specific to the Heston model ...


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No need to buy a book for a first introduction of applications to finance. Here is a good review to start with. After reading the review you can then move on to more specialized texts. https://pfadintegral.com/docs/Schmelzle2010%20Fourier%20Pricing.pdf


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For publicly traded instruments market-based models are indeed favoured. For non-publicly traded instruments, such as leveraged finance loans to private equity owned companies, industry practice is to use fundamentals-based models. This is often most simply done by looking at a wide variety of company financials/fundamentals (and macro-economic variables if ...


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One thing I personally believe is that SAA should minimize forecasting the future. Ideally (though not possible), SAA is the optimal asset allocation when you have no views about the future at all. A weaker version of that statement is that SAA is the portfolio that's mostly likely to meet your risk/return-objectives (subject to constraints), based on ...


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Markowity remains the stonghold, thus you must start reading that in my view. Afterwards, you can have a look at risk parity. Recent developments are based on hierachical clustering and neural Networks. I suggest reading Lopez de Prado on hierarchical clustering asset allocation.


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