Modeling the Market: New Theories and Techniques (Frank J. Fabozzi #14) (Hardcover)
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Other Books in Series
This is book number 14 in the Frank J. Fabozzi series.
- #33: Risk Management (Frank J. Fabozzi #33) (Hardcover): $180.95
- #207: Mathematical Methods for Finance (Frank J. Fabozzi #207) (Hardcover): $135.00
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.
About the Author
Sergio Focardi is a partner of The Intertek Group. He has authored and co-authored numerous articles, reports, and books on simulation and adaptive methods in research and industry. Caroline Jonas is a partner of the Intertek Group. She has co-authored reports on advanced computational methods in banking and finance.