This book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in

A modern introduction to risk and portfolio management for advanced undergraduate and beginning graduate students who will become practitioners in the field of

Advances in Quantitative Asset Management contains selected articles which, for the most part, were presented at the `Forecasting Financial Markets' Conference.

A book combining the rigour of academic finance with the pragmatism of hands-on finance.

A definitive reference to the theory and practice of pricing across industries, environments, and methodologies. It covers all major areas of pricing including,