The mathematical and statistical tools needed in the rapidly
growing quantitative finance field
With the rapid growth in quantitative finance, practitioners
must achieve a high level of proficiency in math and statistics.
Mathematical Methods and Statistical Tools for Finance, part
of the Frank J. Fabozzi Series, has been created with this in mind.
Designed to provide the tools needed to apply finance theory to
real world financial markets, this book offers a wealth of insights
and guidance in practical applications.
It contains applications that are broader in scope from what is
covered in a typical book on mathematical techniques. Most books
focus almost exclusively on derivatives pricing, the applications
in this book cover not only derivatives and asset pricing but also
risk management–including credit risk management–and
portfolio management.
* Includes an overview of the essential math and statistical
skills required to succeed in quantitative finance
* Offers the basic mathematical concepts that apply to the field
of quantitative finance, from sets and distances to functions and
variables
* The book also includes information on calculus, matrix algebra,
differential equations, stochastic integrals, and much more
* Written by Sergio Focardi, one of the world’s leading authors
in high-level finance
Drawing on the author’s perspectives as a practitioner and
academic, each chapter of this book offers a solid foundation in
the mathematical tools and techniques need to succeed in today’s
dynamic world of finance.
Circa l’autore
SERGIO M. FOCARDI, PHD, is a Visiting Professor in the College of Business at the State University of New York at Stony Brook and founding partner of the Paris-based consulting firm The Intertek Group. He is a member of the editorial board of the Journal of Portfolio Management. Focardi has authored numerous articles and books on financial modeling and risk management and three monographs for the Research Foundation of the CFA Institute.
FRANK J. FABOZZI, PHD, CFA, is Professor of Finance at EDHEC Business School and a member of the EDHEC-Risk Institute. Prior to joining EDHEC in August 2011, he held various professorial positions in finance at Yale University’s School of Management from 1994 to 2011 and was a visiting professor of finance and accounting at MIT’s Sloan School of Management from 1986 to 1992. He is also Editor of the Journal of Portfolio Management.
TURAN G. BALI, PHD, is the Robert S. Parker Chair Professor of Business Administration at the Mc Donough School of Business at Georgetown University. Before joining Georgetown, Professor Bali was the David Krell Chair Professor of Finance at Baruch College and the Graduate School and University Center of the City University of New York. He also held visiting faculty positions at New York University and Princeton University. Professor Bali has published more than fifty articles in economics and finance journals. He is currently an associate editor of the Journal of Banking and Finance, Journal of Futures Markets, Journal of Portfolio Management, and Journal of Risk.
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