The mathematics of financial modeling and investment management
By: Sergio Focardi, Frank J. Fabozzi.
Contributors: Fabozzi, Frank J.
Series: Frank J. Fabozzi series
Publisher: Wiley
Published: 2004
Place of publication: New Jersey
Language: eng
Number of pages: 778
Subjects: Finance -- Mathematical models; Business mathematics; Portfolio management -- Mathematical models; Investment analysis -- Mathematical models
Other titles: Mathematics of financial modeling & investment management
Description: Using real-world examples, this text introduces the reader to the key mathematical techniques used in the financial world, namely matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis and optimization.
Notes: Includes bibliographical references and index.