The mathematics of financial modeling and investment management /

• Κύριος συγγραφέας: Focardi, Sergio M.
• Άλλοι συγγραφείς: Fabozzi, Frank J.
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York ; Chichester [England] : Wiley, 2004.
• Σειρά: Frank J. Fabozzi series.
• Θέματα: Finance > Mathematical models.; Business mathematics.; Portfolio management > Mathematical models.; Investment analysis > Mathematical models.; Finances > Mod�eles math�ematiques.; Math�ematiques financi�eres.; Gestion de portefeuille > Mod�eles math�ematiques.; Analyse financi�ere > Mod�eles math�ematiques.; BUSINESS & ECONOMICS > Finance.; Investeringen.; Financieel management.; Wiskundige modellen.; Electronic books.

 The principles and practices of financial markets. Using many real-world examples, this book explains the key mathematical techniques used in today's financial world. Sergio M. Focardi (Paris, France) is a founding partner of The Intertek Group financial consultancy and a cofounder of CINEF (Center for Interdisciplinary Research in Economics and Finance) at the University of Genoa, Italy. 

 From Art to Engineering in Finance -- Overview of Financial Markets, Financial Assets, and Market Participants -- Milestones in Financial Modeling and Investment Management -- Principles of Calculus -- Matrix Algebra -- Concepts of Probability -- Optimization -- Stochastic Integrals -- Differential Equations and Difference Equations -- Stochastic Differential Equations -- Financial Econometrics: Time Series Concepts, Representations, and Models -- Financial Econometrics: Model Selection, Estimation, and Testing -- Fat Tails, Scaling, and Stable Laws -- Arbitrage Pricing: Finite-State Models -- Arbitrage Pricing: Continuous-State, Continuous-Time Models -- Portfolio Selection Using Mean-Variance Analysis -- Capital Asset Pricing Model -- Multifactor Models and Common Trends for Common Stocks -- Equity Portfolio Management -- Term Structure Modeling and Valuation of Bonds and Bond Options -- Bond Portfolio Management -- Credit Risk Modeling and Credit Default Swaps -- Risk Management.