Søkt på: Bøker av Sergio M. Focardi
totalt 20 treff
Mathematical Methods for Finance
The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high …
Financial Econometrics
A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and …
Basics of Financial Econometrics
An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing …
Financial Modeling of the Equity Market
Provides an analysis of autocross correlations that result in auto-correlated portfolios. The co-integration based models offered in this book give a representation of price …
Probability and Statistics for Finance
A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in …
Modeling the Market
The authors have done an admirable job...This book is a revealing and fascinating glimpse of the technologies which may rule the financial world in the years to come. The …
Quantitative Equity Investing
A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today relates to the …