Risk, June 1997 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, Feb. 3, 1997 This] new book looks at the progress made, both in practice and in theory, towards producing a usable model of the market. Some of the theoretical foundations of efficient market theory are being demolished.
Book Details:
- Author: Sergio M. Focardi
- ISBN: 9780470331330
- Year Published: 1997
- Pages: 301
- BISAC: BUS043060, BUSINESS & ECONOMICS/Marketing / Research
About the Book and Topic:
Risk, June 1997 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, Feb. 3, 1997 This] new book looks at the progress made, both in practice and in theory, towards producing a usable model of the market. Some of the theoretical foundations of efficient market theory are being demolished.
1. Basic Concepts 2. Modeling Under Equilibrium 3. Technological Developments in the Classical Framework 4. Models of Non-Equilibrium Markets and Non-Linear Methods 5. Investment Management 6.Trading 7. Risk Assessment 8. The Outlook for Adaptive Methods in Finance 9. Structures and Dynamics of the Market 10. Technology Issues 11. Management Issues 12. Future Scenarios 13. Uncertainty and Its Mathematical Handling 14. The Representation of Security Markets 15. The Representation of Market Constraints and Asset Pricing 16. At the Frontier of Research 17. Adaptive Computational Methods
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.