The Mathematics of Financial Modeling and Investment Management

Valutazione media 3,5
( su 6 valutazioni fornite da Goodreads )
 
9780471465997: The Mathematics of Financial Modeling and Investment Management

the mathematics of financial modeling & investment management

The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance-enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations.

This comprehensive resource will introduce you to key mathematical techniques-matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization-as well as show you how these techniques are successfully implemented in the world of modern finance. Special emphasis is placed on the new mathematical tools that allow a deeper understanding of financial econometrics and financial economics. Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and cointegration are discussed in depth.

Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where these techniques are applied. They also cover a variety of useful financial applications, such as:
* Arbitrage pricing
* Interest rate modeling
* Derivative pricing
* Credit risk modeling
* Equity and bond portfolio management
* Risk management
* And much more
Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling & Investment Management clearly ties together financial theory and mathematical techniques.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

About the Author:

SERGIO FOCARDI is a founding partner of The Intertek Group, a Paris-based firm providing consulting on advanced mathematical methods in banking and finance, and a cofounder of CINEF (Center for Interdisciplinary Research in Economics and Finance) at the University of Genoa, Italy. Focardi’s research interests focus on statistical arbitrage, dynamic factor analysis, and financial modeling in a multiple heterogeneous interacting agents framework. He has published numerous articles and coauthored the books Modeling the Market: New Theories and Techniques and Risk Management: Framework, Methods, and Practice (both published by Wiley). Focardi holds a degree in electronic engineering from the University of Genoa.
FRANK J. FABOZZI, PhD, CFA, is the Frederick Frank Adjunct Professor of Finance at Yale University’s School of Management and Editor of the Journal of Portfolio Management. Fabozzi is a Chartered Financial Analyst and Certified Public Accountant who has authored and edited many acclaimed books in finance. He earned a doctorate in economics from the City University of New York in 1972. He is a Fellow of the International Center for Finance at Yale University.

Review:

"This outstanding reference surveys it all...if you are a quantitative professional, you want this book on your shelf." -- Riskbook.com

"I strongly recommend this [book]....If I’d had this book available a few years ago, it would have helped me start a career in financial engineering." Financial Engineering News- in naming Mathematics of Financial Modeling as one of its Top 3 books for 2005

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

I migliori risultati di ricerca su AbeBooks

1.

Sergio M. Focardi; Frank J. Fabozzi
Editore: Wiley (2004)
ISBN 10: 0471465992 ISBN 13: 9780471465997
Nuovi Rilegato Prima edizione Quantità: 1
Da
Irish Booksellers
(Rumford, ME, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley, 2004. Hardcover. Condizione libro: New. book. Codice libro della libreria M0471465992

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 58,43
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 10,21
Da: U.S.A. a: Italia
Destinazione, tempi e costi

2.

Focardi, Sergio M.
Editore: Wiley
ISBN 10: 0471465992 ISBN 13: 9780471465997
Nuovi Quantità: 1
Da
Ohmsoft LLC
(Lake Forest, IL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley. Condizione libro: Brand New. Ships from USA. FREE domestic shipping. Codice libro della libreria 0471465992

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 70,88
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 8,46
Da: U.S.A. a: Italia
Destinazione, tempi e costi

3.

Focardi, Sergio M.
Editore: John Wiley and#38; Sons (2004)
ISBN 10: 0471465992 ISBN 13: 9780471465997
Nuovi Quantità: > 20
Print on Demand
Da
Pbshop
(Wood Dale, IL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro John Wiley and#38; Sons, 2004. HRD. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IP-9780471465997

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 78,53
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 9,78
Da: U.S.A. a: Italia
Destinazione, tempi e costi

4.

Focardi, Sergio M.
Editore: John Wiley and#38; Sons (2004)
ISBN 10: 0471465992 ISBN 13: 9780471465997
Nuovi Quantità: > 20
Print on Demand
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and#38; Sons, 2004. HRD. Condizione libro: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Codice libro della libreria IP-9780471465997

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 80,32
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 10,95
Da: Regno Unito a: Italia
Destinazione, tempi e costi

5.

Focardi, Sergio M., Fabozzi, Frank J.
Editore: Wiley (2017)
ISBN 10: 0471465992 ISBN 13: 9780471465997
Nuovi Rilegato Quantità: 2
Print on Demand
Da
Murray Media
(North Miami Beach, FL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley, 2017. Hardcover. Condizione libro: New. This item is printed on demand. Codice libro della libreria P110471465992

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 79,91
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 17,00
Da: U.S.A. a: Italia
Destinazione, tempi e costi

6.

Focardi
Editore: John Wiley & Sons (2016)
ISBN 10: 0471465992 ISBN 13: 9780471465997
Nuovi Paperback Quantità: 1
Print on Demand
Da
Ria Christie Collections
(Uxbridge, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley & Sons, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780471465997_lsuk

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 95,35
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 4,83
Da: Regno Unito a: Italia
Destinazione, tempi e costi

7.

Focardi,Fabozzi
Editore: John Wiley & Sons 2004-03-15 (2004)
ISBN 10: 0471465992 ISBN 13: 9780471465997
Nuovi Rilegato Quantità: 5
Da
Chiron Media
(Wallingford, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley & Sons 2004-03-15, 2004. Hardcover. Condizione libro: New. Codice libro della libreria NU-ING-19914639

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 97,73
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,27
Da: Regno Unito a: Italia
Destinazione, tempi e costi

8.

Sergio Focardi, Frank J. Fabozzi
Editore: John Wiley and Sons Ltd, United States (2004)
ISBN 10: 0471465992 ISBN 13: 9780471465997
Nuovi Rilegato Quantità: 1
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United States, 2004. Hardback. Condizione libro: New. New.. Language: English . Brand New Book. The Mathematics of Financial Modeling Investment Management covers a wide range of technical topics in mathematics and finance - enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to key mathematical techniques - matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization - as well as show you how these techniques are successfully implemented in the world of modern finance. Special emphasis is placed on the new mathematical tools that allow a deeper understanding of financial econometrics and financial economics.Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and co integration are discussed in depth. Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where these techniques are applied. They also cover a variety of useful financial applications, such as: Arbitrage pricing; Interest rate modeling; Derivative pricing; Credit risk modeling; Equity and bond portfolio management; Risk management; and, much more. Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling Investment Management clearly ties together financial theory and mathematical techniques. Codice libro della libreria AAH9780471465997

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 105,28
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: Italia
Destinazione, tempi e costi

9.

Sergio Focardi, Frank J. Fabozzi
Editore: John Wiley and Sons Ltd, United States (2004)
ISBN 10: 0471465992 ISBN 13: 9780471465997
Nuovi Rilegato Quantità: 1
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United States, 2004. Hardback. Condizione libro: New. New.. Language: English . Brand New Book. The Mathematics of Financial Modeling Investment Management covers a wide range of technical topics in mathematics and finance - enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to key mathematical techniques - matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization - as well as show you how these techniques are successfully implemented in the world of modern finance. Special emphasis is placed on the new mathematical tools that allow a deeper understanding of financial econometrics and financial economics.Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and co integration are discussed in depth. Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where these techniques are applied. They also cover a variety of useful financial applications, such as: Arbitrage pricing; Interest rate modeling; Derivative pricing; Credit risk modeling; Equity and bond portfolio management; Risk management; and, much more. Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling Investment Management clearly ties together financial theory and mathematical techniques. Codice libro della libreria AAH9780471465997

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 105,29
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: Italia
Destinazione, tempi e costi

10.

Sergio M. Focardi; Frank J. Fabozzi
ISBN 10: 0471465992 ISBN 13: 9780471465997
Nuovi Quantità: > 20
Print on Demand
Da
BWB
(Valley Stream, NY, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Condizione libro: New. This item is Print on Demand - Depending on your location, this item may ship from the US or UK. Codice libro della libreria POD_9780471465997

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 108,74
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: U.S.A. a: Italia
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro