Full Product Details
Author: Sergio M. Focardi ,
Frank J. Fabozzi
Publisher: John Wiley and Sons Ltd
Imprint: John Wiley & Sons Inc
Dimensions:
Width: 16.00cm
, Height: 4.90cm
, Length: 22.40cm
Weight: 1.155kg
ISBN: 9780471465997
ISBN 10: 0471465992
Pages: 800
Publication Date: 15 March 2004
Audience:
College/higher education
,
Professional and scholarly
,
Undergraduate
,
Professional & Vocational
Format: Hardback
Publisher's Status: Unknown
Availability: Out of print, replaced by POD
We will order this item for you from a manufatured on demand supplier.
Reviews
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
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
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
Author Information
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.
