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Description - Modeling the Market by Sergio Focardi

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

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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.