Applied Quantitative Methods (The Wiley Finance Series)

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ISBN 10: 0470848855 / ISBN 13: 9780470848852

Published by -, 2003

About this Item

Applied Quantitative Methods (The Wiley Finance Series) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping.

Seller Inventory # 7719-9780470848852

Bibliographic Details

• Title: Applied Quantitative Methods (The Wiley Finance Series)
• Publisher: -
• Publication Date: 2003
• Language: English
• ISBN 10: 0470848855
• ISBN 13: 9780470848852
• Binding: Hardcover
• Condition: Very Good

About this title

Synopsis

This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment.

•  Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston.
• Fills the gap for a book on applied quantitative investment & trading models
• Provides details of how to combine various models to manage and trade a portfolio

About the Author

CHRISTIAN L. DUNIS is Girobank Professor of Banking and Finance at Liverpool Business School, and Director of its Centre for International Banking, Economics and Finance (CIBEF). He is also a consultant to asset management firms, a Visiting Professor of International Finance at Venice International University and an Official Reviewer attached to the European Commission for the evaluation of applications to finance of emerging software technologies. He is an Editor of the European Journal of Finance, and has widely published in the field of financial markets analysis and forecasting. He has organised the Forecasting Financial Markets Conference since 1994.

JASON LAWS is a Lecturer in International Banking and Finance at Liverpool John Moores University. He is also the Course Director for the M.Sc. in International Banking, Economics and Finance at Liverpool Business School. He has taught extensively in the area of investment theory and derivative securities at all levels, both in the UK and in Asia. Jason is also an active member of CIBEF, and has published in a number of academic journals. His research interests are focussed on volatility modelling and the implementation of trading strategies.

PATRICK NAÏM is an engineer of the École Centrale de Paris. He is the founder and chairman of Elseware, a company specialising in the application of nonlinear methods to financial management problems. He is currently working for some of the largest French institutions and co-ordinating research projects in the field at European level.