Modeling the Market
New Theories and Techniques
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Modeling the Market by Sergio Focardi
Book DescriptionThe 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 Financial Times, February 1997 [This] new book looks at the progress made, both in practice and in theory, toward producing a usable model of the market. Some of the theoretical foundations of efficient market theory are being demolished.
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Book DetailsISBN: 9781883249120
(178mm x 158mm x 24mm)
Imprint: Frank J. Fabozzi Associates
Publisher: Frank J. Fabozzi Associates
Publish Date: 31-Jan-1997
Country of Publication: United States
Books By Author Sergio Focardi
Fractional Calculus and Fractional Processes with Applications to Financial Economics, Hardback (September 2016)
Mathematics of Financial Modeling and Investment Management, Hardback (April 2004)» View all books by Sergio Focardi
Covers a wide range of technical topics in mathematics and finance. This book describes various financial applications such as Arbitrage pricing, Interest rate modeling, Derivative pricing, and Credit risk modeling. It enables investment management practitioner to understand the process of financial decision-making and its economic foundations.
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Author Biography - Sergio Focardi
Sergio Focardi is a partner of The Intertek Group. He has authored and co-authored numerous articles, reports, and books on simulation and adaptive methods in research and industry. Caroline Jonas is a partner of the Intertek Group. She has co-authored reports on advanced computational methods in banking and finance.
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