<P><STRONG>Wiley Finance,.Fabozzi Series,.The Mathematics of Financial Modeling and Investment Management</STRONG></P>
<P><STRONG>author：</STRONG>Sergio M. Focardi ，Frank J. Fabozzi, <br><STRONG>800 pages<br>March 2004</STRONG><br>Wiley List Price:  <STRONG>US $100.00</STRONG> </P>
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<DIV class=productDetail-biblio><STRONG>Book Description</STRONG></DIV>
<DIV class=productDetail-biblio><STRONG></STRONG><br>the mathematics of financial modeling &amp; investment management </DIV>
<DIV class=productDetail-biblio>The Mathematics of Financial Modeling &amp; Investment Management covers a wide range of technical topics in mathematics and finance–enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. <br></DIV>
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<DIV class=productDetail-biblio>This comprehensive resource will introduce you to key mathematical techniques–matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization–as well as show you how these techniques are successfully implemented in the world of modern finance. Special emphasis is placed on the new mathematical tools that allow a deeper understanding of financial econometrics and financial economics. Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and cointegration are discussed in depth. </DIV>
<DIV class=productDetail-biblio><br>Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where these techniques are applied. They also cover a variety of useful financial applications, such as: </DIV>
<DIV class=productDetail-biblio><br>Arbitrage pricing </DIV>
<DIV class=productDetail-biblio>Interest rate modeling </DIV>
<DIV class=productDetail-biblio>Derivative pricing </DIV>
<DIV class=productDetail-biblio>Credit risk modeling </DIV>
<DIV class=productDetail-biblio>Equity and bond portfolio management </DIV>
<DIV class=productDetail-biblio>Risk management </DIV>
<DIV class=productDetail-biblio>And much more <br>Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling &amp; Investment Management clearly ties together financial theory and mathematical techniques. </DIV>
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<DIV class=productDetail-biblio><STRONG><FONT size=5>content</FONT></STRONG></DIV>
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<DIV class=productDetail-biblio>Preface. </DIV>
<DIV class=productDetail-biblio>Acknowledgments. </DIV>
<DIV class=productDetail-biblio><br>About the Authors. </DIV>
<DIV class=productDetail-biblio><br>Commonly Used Symbols. </DIV>
<DIV class=productDetail-biblio><br>Abbreviations and Acronyms. </DIV>
<DIV class=productDetail-biblio><br>Chapter 1. From Art to Engineering in Finance. </DIV>
<DIV class=productDetail-biblio><br>Chapter 2. Overview of Financial Markets, Financial Assets, and Market Participants. </DIV>
<DIV class=productDetail-biblio><br>Chapter 3. Milestones in Financial Modeling and Investment Management. </DIV>
<DIV class=productDetail-biblio><br>Chapter 4. Principles of Calculus. </DIV>
<DIV class=productDetail-biblio><br>Chapter 5. Matrix Algebra. </DIV>
<DIV class=productDetail-biblio><br>Chapter 6. Concepts of Probability. </DIV>
<DIV class=productDetail-biblio><br>Chapter 7. Optimization. </DIV>
<DIV class=productDetail-biblio><br>Chapter 8. Stochastic Integrals. </DIV>
<DIV class=productDetail-biblio><br>Chapter 9. Differential Equations and Difference Equations. </DIV>
<DIV class=productDetail-biblio><br>Chapter 10. Stochastic Differential Equations. </DIV>
<DIV class=productDetail-biblio><br>Chapter 11. Financial Econometrics: Time Series. </DIV>
<DIV class=productDetail-biblio><br>Chapter 12. Financial Econometrics: Model Selection, Estimation, and Testing. </DIV>
<DIV class=productDetail-biblio><br>Chapter 13. Fat Trails, Scaling, and Stable Laws. </DIV>
<DIV class=productDetail-biblio><br>Chapter 14. Arbitrage Pricing: Finite-State Models. </DIV>
<DIV class=productDetail-biblio><br>Chapter 15. Arbitrage Pricing: Continuous-State, Continuous-Time Models. </DIV>
<DIV class=productDetail-biblio><br>Chapter 16. Portfolio Selection using Mean-Variance Analysis. </DIV>
<DIV class=productDetail-biblio><br>Chapter 17. Capital Asset pricing Model. </DIV>
<DIV class=productDetail-biblio><br>Chapter 18. Multifactor Models and Common Trends for Common Stocks. </DIV>
<DIV class=productDetail-biblio><br>Chapter 19. Equity Portfolio Management. </DIV>
<DIV class=productDetail-biblio><br>Chapter 20. Term Structure Modeling and Valuation of Bonds and Bond Optics. </DIV>
<DIV class=productDetail-biblio><br>Chapter 21. Bond Portfolio Management. </DIV>
<DIV class=productDetail-biblio><br>Chapter 22. Credit Risk Modeling and Credit Default Swaps. </DIV>
<DIV class=productDetail-biblio><br>Chapter 23. Risk Management. </DIV>
<DIV class=productDetail-biblio><br>Index. </DIV>

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