COMPUTATIONAL FINANCE: A SCIENTIFIC PERSPECTIVE

This book corrects many of the common errors propagated in the financial literature regarding financial modeling. Starting from traditional fundamental financial analysis and using various algebraic and geometric tools, like 3- and 4-dimensional visualizations, this well-illustrated book is guided by the logic of science to explore information from uncertain financial data without prejudice. Numerous real world empirical examples, collected by the author during his twenty year professional career, as a Senior and Chief Economist on Wall Street (Fed, Nomura, ING, etc.), elaborate on the points he makes. Detailed footnotes introduce many historical characters, who have presented similar arguments in physics, biology and mathematics. The intended readership consists of undergraduate (3rd year and Honours) and graduate (MBA, MA and Ph.D) students in finance, who have some knowledge of elementary calculus and linear algebra, as well as sophisticated practitioners in the financial services industries.