Author: Sergio M. Focardi
Publisher: Wiley
Keywords: techniques, theories, new, market, modeling
Number of Pages: 301
Published: 1997-01
List price: $114.50
ISBN-10: 1883249120
ISBN-13: 9781883249120

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.

Authors:Sergio M. Focardi, Frank J. Fabozzi CFA,
Publisher: Wiley
Keywords: frank, fabozzi, series, management, investment, financial, modeling, mathematics
Number of Pages: 800
Published: 2004-03-29
List price: $108.50
ISBN-10: 0471465992
ISBN-13: 9780471465997

the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance--enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to key mathematical techniques--matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization--as well as show you how these

Authors:Sergio M. Focardi, Caroline Jona,
Publisher: Wiley
Keywords: practice, methods, framework, management, risk
Number of Pages: 219
Published: 1998-01-01
List price: $180.95
ISBN-10: 188324935X
ISBN-13: 9781883249359

Risk management is one of the most critical areas in investment and finance-especially in today’s volatile trading environment. With Risk Management: Framework, Methods, and Practice you’ll learn about risk management across industries through firsthand, real life war stories rather than mathematical formulas. Concise and readable, it covers both the theoretical underpinnings of risk management, as well as practical techniques for coping with financial market volatility. Focardi and Jonas give you a broad conceptual view of risk management: how far we have progressed, and the probl

Authors:Frank J. Fabozzi CFA, Sergio M. Focardi, Petter N.
Publisher: Wiley
Keywords: frank, fabozzi, series, cointegration, capm, modeling, equity, market, financial
Number of Pages: 651
Published: 2006-01-03
List price: $90.00
ISBN-10: 0471699004
ISBN-13: 9780471699002

An inside look at modern approaches to modeling equity portfolios Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance. Without sacrificing mathematical rigor, it presents arguments in a concise and clear style with a wealth of real-world examples and practical simulations. This book presents all the major approaches to single-period return analysis, including modeling, estimation, and optimization issues. It covers both static an

Authors:Frank J. Fabozzi CFA, Sergio M. Focardi, Petter N. K
Publisher: Wiley
Keywords: frank, fabozzi, series, strategies, techniques, equity, investing, quantitative
Number of Pages: 511
Published: 2010-03-01
List price: $95.00
ISBN-10: 0470262478
ISBN-13: 9780470262474

A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios. Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm address the essential elements of this discipline, including financial model building, fin

Authors:Frank J. Fabozzi CFA, Sergio M. Focardi, Caroline Jo
Publisher: Research Foundation of CFA Institute
Keywords: management, equity, quantitative, challenges
Number of Pages: 110
Published: 2008-04-11
List price: $35.00
ISBN-10: 1934667218
ISBN-13: 9781934667217

Quantitative equity management has mushroomed recently and now represents a respectable fraction of equity asset management. But since mid-2007, it has been facing its first widespread crisis with many quantitative managers underperforming all at once and by large margins. Using a survey plus conversation method, the authors of this lively and comprehensive book probe the minds of quants who are actively using factor models and security-level optimization to manage stock portfolios. The authors report their findings about how quants define quantitative equity management, run a quant business,

Authors:Riccardo Focardi, Roberto Gorrieri,
Publisher: Springer
Keywords: design, analysis, security, foundations
Number of Pages: 267
Published: 2004-03-19
List price: $59.95
ISBN-10: 3540209557
ISBN-13: 9783540209553

Security is a rapidly growing area of computer science, with direct and increasing relevance to real-life applications, such as Internet transactions, e-commerce, information protection, network and systems security, etc. Foundations for the analysis and design of security features of such applications are badly needed in order to validate and prove their correctness. This book presents thoroughly revised versions of six tutorial lectures given by leading researchers during two International Schools on Foundations of Security Analysis and Design, FOSAD 2001/2002, held in Bertinoro, Italy, in