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Home > Financial Information Sources > Financial Modeling > The Mathematics of Financial Modeling and Investment Management

Financial Information Sources

The Mathematics of Financial Modeling and Investment Management

Sergio M. Focardi, Frank J. Fabozzi
Frank J. Fabozzi Series
Hoboken, New Jersey: Wiley, 2004
778pp, ISBN: 978-0-471-46599-7
www.wiley.com

This analyzes the overlap between mathematics and finance, focusing on financial decision-making and its economic foundations, and how key mathematical techniques can be applied to in the world of modern finance. It examines mathematical tools that provide an understanding of financial econometrics and financial economics, and discuss financial applications such as arbitrage pricing, interest rate modeling, derivative pricing, credit risk modeling, and risk management.

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