| Collation |
1 online resource (xxii, 778 p.) : ill. |
| Series |
Frank J. Fabozzi series |
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Frank J. Fabozzi series.
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eBooks on EBSCOhost
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| Bibliog. |
Includes bibliographical references and index. |
| Contents |
From Art to Engineering in Finance -- Overview of Financial Markets, Financial Assets, and Market Participants -- Milestones in Financial Modeling and Investment Management -- Principles of Calculus -- Matrix Algebra -- Concepts of Probability -- Optimization -- Stochastic Integrals -- Differential Equations and Difference Equations -- Stochastic Differential Equations -- Financial Econometrics: Time Series Concepts, Representations, and Models -- Financial Econometrics: Model Selection, Estimation, and Testing -- Fat Tails, Scaling, and Stable Laws -- Arbitrage Pricing: Finite-State Models -- Arbitrage Pricing: Continuous-State, Continuous-Time Models -- Portfolio Selection Using Mean-Variance Analysis -- Capital Asset Pricing Model -- Multifactor Models and Common Trends for Common Stocks -- Equity Portfolio Management -- Term Structure Modeling and Valuation of Bonds and Bond Options -- Bond Portfolio Management -- Credit Risk Modeling and Credit Default Swaps -- Risk Management. |
| Summary |
The principles and practices of financial markets. Using many real-world examples, this book explains the key mathematical techniques used in today's financial world.Sergio M. Focardi (Paris, France) is a founding partner of The Intertek Group financial consultancy and a cofounder of CINEF (Center for Interdisciplinary Research in Economics and Finance) at the University of Genoa, Italy. |
| Note |
Description based on print version record. |
|
Access restricted to authorized Chapman University students, faculty, and staff. |
| Subject |
Finance -- Mathematical models.
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Business mathematics.
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Portfolio management -- Mathematical models.
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Investment analysis -- Mathematical models.
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BUSINESS & ECONOMICS -- Finance. bisacsh |
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Finances -- Modèles mathématiques. |
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Mathématiques financières. |
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Gestion de portefeuille -- Modèles mathématiques. |
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Analyse financière -- Modèles mathématiques. |
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Investeringen. gtt |
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Financieel management. gtt |
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Wiskundige modellen. gtt |
| Alt Author |
Fabozzi, Frank J.
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| Other Title Or Alt Title |
Mathematics of financial modeling & investment management |
| ISBN |
0471674230 (electronic bk.) |
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9780471674238 (electronic bk.) |
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