The mathematics of financial modeling and investment management /
by Focardi, Sergio M.
| Item type | Current location | Collection | Call number | URL | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
E-Books
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Business Library Online Available | Ebooks | 332.0151 (Browse shelf) | http://213.55.83.214:8181/Bussiness%20Ebook/Financial%20books/Wiley%20Finance,.Fabozzi%20Series,.The%20Mathematics%20of%20Financial%20Modeling%20and%20Investment%20Management.pdf | Available |
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Includes bibliographical references and index.
Ch. 1. From Art to Engineering in Finance -- Ch. 2. Overview of Financial Markets, Financial Assets, and Market Participants -- Ch. 3. Milestones in Financial Modeling and Investment Management -- Ch. 4. Principles of Calculus -- Ch. 5. Matrix Algebra -- Ch. 6. Concepts of Probability -- Ch. 7. Optimization -- Ch. 8. Stochastic Integrals -- Ch. 9. Differential Equations and Difference Equations -- Ch. 10. Stochastic Differential Equations -- Ch. 11. Financial Econometrics: Time Series Concepts, Representations, and Models -- Ch. 12. Financial Econometrics: Model Selection, Estimation, and Testing -- Ch. 13. Fat Talls, Scaling, and Stable Laws -- Ch. 14. Arbitrage Pricing: Finite-State Models -- Ch. 15. Arbitrage Pricing: Continuous-State, Continuous-Time Models -- Ch. 16. Portfolio Selection Using Mean-Variance Analysis -- Ch. 17. Capital Asset Pricing Model -- Ch. 18. Multifactor Models and Common Trends for Common Stocks -- Ch. 19. Equity Portfolio Management -- Ch. 20. Term Structure Modeling and Valuation of Bonds and Bond Options -- Ch. 21. Bond Portfolio Management -- Ch. 22. Credit Risk Modeling and Credit Default Swaps -- Ch. 23. Risk Management.
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