The mathematics of financial modeling and investment management by sergio focardi and frank j fabozz

The mathematics of financial modeling and investment management by sergio focardi and frank j fabozzi

801 589 0

Mục lục

Cover
Contents
Preface
CHAPTER 1From Art to Engineering inFinance
CHAPTER 2Overview of Financial Markets,Financial Assets, and MarketParticipants
CHAPTER 3Milestones in Financial Modelingand Investment Management
CHAPTER 4Principles of Calculus
CHAPTER 5Matrix Algebra
CHAPTER 6Concepts of Probability
CHAPTER 7Optimization
CHAPTER 8Stochastic Integrals
ICHAPTER 9Differential Equations andDifference Equations
CHAPTER 10Stochastic Differential Equations
CHAPTER 11Financial Econometrics:Time Series Concepts,Representations, and Models
CHAPTER 12Financial Econometrics:Model Selection, Estimation,and Testing
CHAPTER 13Fat Tails, Scaling, andStable Laws
CHAPTER 14Arbitrage Pricing:Finite-State Models
CHAPTER 15Arbitrage Pricing:Continuous-State,Continuous-Time Models
CHAPTER 16Portfolio Selection UsingMean-Variance Analysis
CHAPTER 17Capital AssetPricing Model

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The mathematics of financial modeling and investment management by sergio focardi and frank j fabozzi

Thông tin tài liệu

Từ khóa liên quan

Mục lục

Cover

Contents

Preface

CHAPTER 1From Art to Engineering inFinance

CHAPTER 2Overview of Financial Markets,Financial Assets, and MarketParticipants

CHAPTER 3Milestones in Financial Modelingand Investment Management

CHAPTER 4Principles of Calculus

CHAPTER 5Matrix Algebra

CHAPTER 6Concepts of Probability

CHAPTER 7Optimization

CHAPTER 8Stochastic Integrals

ICHAPTER 9Differential Equations andDifference Equations

CHAPTER 10Stochastic Differential Equations

CHAPTER 11Financial Econometrics:Time Series Concepts,Representations, and Models

CHAPTER 12Financial Econometrics:Model Selection, Estimation,and Testing

CHAPTER 13Fat Tails, Scaling, andStable Laws

CHAPTER 14Arbitrage Pricing:Finite-State Models

CHAPTER 15Arbitrage Pricing:Continuous-State,Continuous-Time Models

CHAPTER 16Portfolio Selection UsingMean-Variance Analysis

CHAPTER 17Capital AssetPricing Model

Tài liệu cùng người dùng

Tài liệu liên quan