Description

This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment.
  • Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston.
  • Fills the gap for a book on applied quantitative investment & trading models
  • Provides details of how to combine various models to manage and trade a portfolio

Applied Quantitative Methods for Trading and Investment

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Hardback by Christian L. Dunis , Jason Laws

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Short Description:

This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 16/09/2003
    ISBN13: 9780470848852, 978-0470848852
    ISBN10: 0470848855

    Number of Pages: 426

    Non Fiction , Business, Finance & Law

    Description

    This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment.
    • Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston.
    • Fills the gap for a book on applied quantitative investment & trading models
    • Provides details of how to combine various models to manage and trade a portfolio

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