Modeling the Market by Sergio Focardi
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Modeling the Market
By Sergio Focardi

Modeling the Market

New Theories and Techniques

By (author) See other recent books by Sergio Focardi See other recent books by Caroline Jonas
Format: Hardback

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Modeling the Market by Sergio Focardi

Book Description

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 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 Details

ISBN: 9781883249120
ISBN-10: 1883249120
Format: Hardback
(178mm x 158mm x 24mm)
Pages: 301
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

Mathematics of Financial Modeling and Investment Management by Sergio Focardi Mathematics of Financial Modeling and Investment Management, Hardback (April 2004)

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.

» View all books by Sergio Focardi

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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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Fractional Calculus and Fractional Processes with Applications to Financial Economics by Sergio Focardi
Mathematics of Financial Modeling and Investment Management by Sergio Focardi
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Modeling the Market by Caroline Jonas
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