Applied Quantitative Methods for Trading and InvestmentISBN: 978-0-470-84885-2
Hardcover
426 pages
October 2003
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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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