rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    non sort: The
    title: mathematics of financial modeling and investment management
  title info:
    title: Mathematics of financial modeling & investment management
  name:
    name part: Focardi, Sergio M.
    role:
      role term: creator
  name:
    name part: Fabozzi, Frank J.
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: nyu
    place:
      place term: New York
    place:
      place term: Chichester [England]
    publisher: Wiley
    date issued: 2004
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xxii, 778 pages) : illustrations.
  abstract: 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.
  table of contents: 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.
  note: Sergio Focardi and Frank J. Fabozzi.
  note: Includes bibliographical references and index.
  subject:
    topic: Finance
    topic: Mathematical models
  subject:
    topic: Business mathematics
  subject:
    topic: Portfolio management
    topic: Mathematical models
  subject:
    topic: Investment analysis
    topic: Mathematical models
  subject:
    topic: Finances
    topic: Mod�eles math�ematiques
  subject:
    topic: Math�ematiques financi�eres
  subject:
    topic: Gestion de portefeuille
    topic: Mod�eles math�ematiques
  subject:
    topic: Analyse financi�ere
    topic: Mod�eles math�ematiques
  subject:
    topic: BUSINESS & ECONOMICS
    topic: Finance
  subject:
    topic: Business mathematics
  subject:
    topic: Finance
    topic: Mathematical models
  subject:
    topic: Investment analysis
    topic: Mathematical models
  subject:
    topic: Portfolio management
    topic: Mathematical models
  subject:
    topic: Investeringen
  subject:
    topic: Financieel management
  subject:
    topic: Wiskundige modellen
  classification: HG106 .F63 2004eb
  classification: 332.015118
  classification: 336.767
  classification: 85.30
  related item:
    title info:
      title: Mathematics of financial modeling and investment management
    name:
      name part: Focardi, Sergio, Dr.
    origin info:
      publisher: New York ; Chichester [England] : Wiley, 2004
    identifier: (OCoLC)55054456
  related item:
    title info:
      title: Frank J. Fabozzi series
  identifier: 0471674230
  identifier: 9780471674238
  identifier: 0471465992
  identifier: 9780471465997
  identifier: OverDrive, Inc.
  identifier: 14C93B80-9316-4F36-ACD8-3FFAC15C192B OverDrive, Inc.
  identifier: http://search.ebscohost.com/login.aspx
  record info:
    record content source: N$T
    record creation date: 040519
    record change date: 20190114101359.0
    record identifier: ocm55216459
    language of cataloging:
      language term: eng