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Applied Quantitative Methods for Trading and Investment

Christian L Dunis editor Jason Laws editor Patrick Na¿m editor

Format:Hardback

Publisher:John Wiley & Sons Inc

Published:16th Sep '03

Should be back in stock very soon

Applied Quantitative Methods for Trading and Investment cover

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

ISBN: 9780470848852

Dimensions: 252mm x 177mm x 31mm

Weight: 879g

426 pages