Mathematical Methods for Finance: Tools for Asset and Risk Management

About the Authors

Sergio M. Focardi is a Visiting Professor at Stony Brook University, SUNY, where he holds a joint appointment in the College of Business and the Department of Applied Mathematics and Statistics. Prior to that, he was a Professor of Finance at the EDHEC Business School in Nice. Professor Focardi is a founding partner of the Paris-based consulting firm The Intertek Group. A member of the editorial board of the Journal of Portfolio Management, he has authored numerous articles and books on financial modeling and risk management including the following Wiley books: Probability and Statistics for Finance (2010), Quantitative Equity Investing: Techniques and Strategies (2010), Robust Portfolio Optimization and Management (2007), Financial Econometrics (2007), Financial Modeling of the Equity Market (2006), The Mathematics of Financial Modeling and Investment Management (2004), Risk Management: Framework, Methods and Practice (1998), and Modeling the Markets: New Theories and Techniques (1997). He also coauthored three monographs published by the Research Foundation of the CFA Institute: Challenges in Quantitative Equity Management (2008), The Impact of the Financial Crisis on the Asset Management Industry (2010), Trends in Quantitative Finance (2006). His research interests include the econometrics of large equity portfolios and the modeling of regime changes. Professor Focardi holds a degree in Electronic Engineering from the University of Genoa and a PhD in Mathematical ...