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Applied Quantitative Methods for Trading and Investment [With CDROM]
Contributor(s): Dunis (Author), Laws (Author), Naïm (Author)
ISBN: 0470848855     ISBN-13: 9780470848852
Publisher: John Wiley & Sons
OUR PRICE:   $174.80  
Product Type: Hardcover - Other Formats
Published: October 2003
Qty:
Annotation: This much-needed book, from a selection of top international experts, fills a gap by providing a manual of applied quantitative financial analysis. It focuses on advanced empirical methods for modelling financial markets in the context of practical financial applications.

Data, software and techniques specifically aligned to trading and investment will enable the reader to implement and interpret quantitative methodologies covering various models.

The unusually wide-ranging methodologies include not only the 'traditional' financial econometrics but also technical analysis systems and many nonparametric tools from the fields of data mining and artificial intelligence. However, for those readers wishing to skip the more theoretical developments, the practical application of even the most advanced techniques is made as accessible as possible.

Depending on the model being described, different software will be used, and examples included on the accompanying CD. Data and details will be provided to enable the reader to transfer the routines to a different software package.

The book will be read by quantitative analysts and traders, fund managers, risk managers; graduate students in finance and MBA courses.

Additional Information
BISAC Categories:
- Business & Economics | Investments & Securities - Analysis & Trading Strategies
- Business & Economics | Finance - General
Dewey: 332.601
LCCN: 2003049721
Series: Wiley Finance
Physical Information: 1.15" H x 6.64" W x 10.06" (2.00 lbs) 426 pages
 
Descriptions, Reviews, Etc.
Publisher 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