SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
User avatar
BullBear
Topic Author
Posts: 860
Joined: August 18th, 2007, 8:33 pm

financial modeling - fabozzi series books

April 3rd, 2008, 8:48 pm

Does anyone knows the following books:Financial Modeling of the Equity Market: From CAPM to Cointegration (Frank J. Fabozzi Series)Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series)The Mathematics of Financial Modeling and Investment Management (Frank J. Fabozzi Series)What do you think about these books. If you had to buy one, which one would you buy and why?Thanks
 
User avatar
quantmeh
Posts: 5974
Joined: April 6th, 2007, 1:39 pm

financial modeling - fabozzi series books

April 4th, 2008, 2:00 am

i wouldnt buy any.
 
User avatar
unkpath
Posts: 289
Joined: January 13th, 2004, 8:44 pm

financial modeling - fabozzi series books

April 4th, 2008, 2:49 am

hello, I am more a fixed income guy, but I believe that number 1 is actually really quite good. number two is also quite good. number three, forget it, that's no good. as to the question which one to buy. don't buy any of them. QuoteOriginally posted by: BullBearDoes anyone knows the following books:Financial Modeling of the Equity Market: From CAPM to Cointegration (Frank J. Fabozzi Series)Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series)The Mathematics of Financial Modeling and Investment Management (Frank J. Fabozzi Series)What do you think about these books. If you had to buy one, which one would you buy and why?Thanks
 
User avatar
BullBear
Topic Author
Posts: 860
Joined: August 18th, 2007, 8:33 pm

financial modeling - fabozzi series books

April 4th, 2008, 1:20 pm

QuoteOriginally posted by: unkpathhello, I am more a fixed income guy, but I believe that number 1 is actually really quite good. number two is also quite good. number three, forget it, that's no good. as to the question which one to buy. don't buy any of them. What book would you recommend for applied financial econometrics then? (I've only seen the table of contents. Number 1 and # 2 look really nice, but maybe there are better books.Not for stochastics of course, but for advanced applied financial econometrics.thanks
 
User avatar
J
Posts: 1798
Joined: November 1st, 2001, 12:53 am

financial modeling - fabozzi series books

April 4th, 2008, 1:45 pm

QuoteOriginally posted by: jawabeani wouldnt buy any.agree
 
User avatar
ppauper
Posts: 70239
Joined: November 15th, 2001, 1:29 pm

financial modeling - fabozzi series books

April 5th, 2008, 12:57 pm

unkpath is correct of course.while frank fabozzi's books are of course not really intended for quants, he does what he does very well
 
User avatar
yoshimura1
Posts: 238
Joined: July 5th, 2005, 1:25 am

financial modeling - fabozzi series books

April 5th, 2008, 1:17 pm

dont buy any. buy fumio hayashi
ABOUT WILMOTT

PW by JB

Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...


Twitter LinkedIn Instagram

JOBS BOARD

JOBS BOARD

Looking for a quant job, risk, algo trading,...? Browse jobs here...


GZIP: On