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