Frank J. Fabozzi Series
Modeling the Market
New Theories and Techniques
Sergio M. Focardi
Business & Economics / Marketing / Research
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.
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.
| Publication Date: |
15 January 1997 |
| Publisher: |
Wiley |
| Imprint: |
Wiley |
| ISBN-13: |
9781883249120 |
| Format: |
Hardback |
| Page Count: |
304 |
| Weight (oz): |
20.8 |