This book sets out to provide a manual on applied quantitative financial analysis. Aiming to focus on advanced methods for modelling financial markets in the context of practical financial applications, the book will include data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. The book will have contributions from an international team of academics and quantitative asset managers including N. Burgess and Y. Bentz (Morgan Stanley Dean Witter), F. Bourgoin (Barclays Global Investors) and P. Lequeux (ABN AMRO Asset Management). Divided into four parts, the book will cover various models and conclude with a section that shows how to combine methods in practise in various portfolio management and trading applications. Depending on the model being described, different software will be used (and samples included on an accompanying CD). Data and details will be provided that enable the reader to redo themselves in a different software package.
Book Details:
- Author: Christian L. Dunis
- ISBN: 9780470013267
- Year Published: 2003
- Pages: 426
- BISAC: BUS027000, BUSINESS & ECONOMICS/Finance
About the Book and Topic:
This book sets out to provide a manual on applied quantitative financial analysis. Aiming to focus on advanced methods for modelling financial markets in the context of practical financial applications, the book will include data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. The book will have contributions from an international team of academics and quantitative asset managers including N. Burgess and Y. Bentz (Morgan Stanley Dean Witter), F. Bourgoin (Barclays Global Investors) and P. Lequeux (ABN AMRO Asset Management). Divided into four parts, the book will cover various models and conclude with a section that shows how to combine methods in practise in various portfolio management and trading applications. Depending on the model being described, different software will be used (and samples included on an accompanying CD). Data and details will be provided that enable the reader to redo themselves in a different software package.
There is a need for applied books on finance (as demonstrated by the success of Jackson/Staunton & Market Models). Would fit well within the Wiley Finance stable.
Supply’s the demand for a book on applied quantitative investment & trading models. * Provides details of how to combine various models to manage and trade a portfolio.
About the Author
CHRISTIAN L. DUNIS is Girobank Professor of Banking and Finance at Liverpool Business School, and Director of its Centre for International Banking, Economics and Finance (CIBEF). He is also a consultant to asset management firms, a Visiting Professor of International Finance at Venice International University and an Official Reviewer attached to the European Commission for the evaluation of applications to finance of emerging software technologies. He is an Editor of the European Journal of Finance, and has widely published in the field of financial markets analysis and forecasting. He has organised the Forecasting Financial Markets Conference since 1994. JASON LAWS is a Lecturer in International Banking and Finance at Liverpool John Moores University. He is also the Course Director for the M.Sc. in International Banking, Economics and Finance at Liverpool Business School. He has taught extensively in the area of investment theory and derivative securities at all levels, both in the UK and in Asia. Jason is also an active member of CIBEF, and has published in a number of academic journals. His research interests are focussed on volatility modelling and the implementation of trading strategies. PATRICK NAÏM is an engineer of the École Centrale de Paris. He is the founder and chairman of Elseware, a company specialising in the application of nonlinear methods to financial management problems. He is currently working for some of the largest French institutions and co-ordinating research projects in the field at European level.