by Carol Alexander · Wiley · tapa dura · ISBN 9780471899754
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«Market Models» is Carol Alexander's guide to financial data analysis, published by Wiley in hardback (445 pages, in English).
Guide to building and validating models with market data: option pricing, volatility estimation, portfolio risk, covariance matrices, principal components, and econometric methods such as cointegration and neural networks. Presents real cases in the 13 chapters.
Published on 15 November 2001. The edition includes a CD with spreadsheets and programs to implement the examples.
Aimed at professionals and students of market risk measurement, quantitative trading, and investment analysis.
