Edhec-Risk
Portfolio Management
Modeling the Market: New Theories and Techniques

Authors: Sergio M. Focardi, Caroline Jonas
Editions: Wiley Finance
Pages: 301 pages
Date: January 1997
 
 
 
Summary
"The authors have done an admirable job... This book is a revealing and fascinating glimpse of the technologies which may rule the financial world in the years to come." The Financial Times, February 1997

This new book looks at the progress made, both in practice and in theory, toward producing a usable model of the market. Some of the theoretical foundations of efficient market theory are being demolished.

About the Author:

Sergio Focardi was a partner of The Intertek Group at the time of writing. He has authored and co-authored numerous articles, reports, and books on simulation and adaptive methods in research and industry. Sergio Focardi is currently Professor of Finance at EDHEC Business School.

Caroline Jonas is a partner of the Intertek Group. She has co-authored reports on advanced computational methods in banking and finance.
 
 

URL for this document:
http://www.edhec-risk.com/edhec_publications/books/RISKBook.2010-01-22.0825

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