Focardi / Fabozzi / Bali Mathematical Methods for Finance

Tools for Asset and Risk Management
1. Auflage 2013
ISBN: 978-1-118-42008-9
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 320 Seiten, E-Book

Reihe: Frank J. Fabozzi Series

The mathematical and statistical tools needed in the rapidlygrowing quantitative finance field
With the rapid growth in quantitative finance, practitionersmust achieve a high level of proficiency in math and statistics.Mathematical Methods and Statistical Tools for Finance, partof the Frank J. Fabozzi Series, has been created with this in mind.Designed to provide the tools needed to apply finance theory toreal world financial markets, this book offers a wealth of insightsand guidance in practical applications.
It contains applications that are broader in scope from what iscovered in a typical book on mathematical techniques. Most booksfocus almost exclusively on derivatives pricing, the applicationsin this book cover not only derivatives and asset pricing but alsorisk management--including credit risk management--andportfolio management.
* Includes an overview of the essential math and statisticalskills required to succeed in quantitative finance
* Offers the basic mathematical concepts that apply to the fieldof quantitative finance, from sets and distances to functions andvariables
* The book also includes information on calculus, matrix algebra,differential equations, stochastic integrals, and much more
* Written by Sergio Focardi, one of the world's leading authorsin high-level finance
Drawing on the author's perspectives as a practitioner andacademic, each chapter of this book offers a solid foundation inthe mathematical tools and techniques need to succeed in today'sdynamic world of finance.

Autoren/Hrsg.

Focardi, Sergio M.

Fabozzi, Frank J.

Bali, Turan G.

Über Autor(innen)

SERGIO M. FOCARDI, PhD, is a Visiting Professor in theCollege of Business at the State University of New York at StonyBrook and founding partner of the Paris-based consulting firm TheIntertek Group. He is a member of the editorial board of theJournal of Portfolio Management. Focardi has authorednumerous articles and books on financial modeling and riskmanagement and three monographs for the Research Foundation of theCFA Institute.
FRANK J. FABOZZI, PhD, CFA, is Professor of Finance atEDHEC Business School and a member of the EDHEC-Risk Institute.Prior to joining EDHEC in August 2011, he held various professorialpositions in finance at Yale University's School of Management from1994 to 2011 and was a visiting professor of finance and accountingat MIT's Sloan School of Management from 1986 to 1992. He is alsoEditor of the Journal of Portfolio Management.
TURAN G. BALI, PhD, is the Robert S. Parker ChairProfessor of Business Administration at the McDonough School ofBusiness at Georgetown University. Before joining Georgetown,Professor Bali was the David Krell Chair Professor of Finance atBaruch College and the Graduate School and University Center of theCity University of New York. He also held visiting facultypositions at New York University and Princeton University.Professor Bali has published more than fifty articles in economicsand finance journals. He is currently an associate editor of theJournal of Banking and Finance, Journal of Futures Markets,Journal of Portfolio Management, and Journal ofRisk.