中文参考译名:先进的交易规则，第二版（定量财务）
Authors:Emmanual Acar, Stephen Satchell,
Publisher: Butterworth-Heinema
Keywords: quantitative, finance, second, rules, trading, advanced
Number of Pages: 449
Published: 2002-06-19
List price: $155.00
ISBN-10: 075065516X
ISBN-13: 9780750655163

Advanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brought together the world’s leading professional and academic experts to explain how to understand, develop and apply cutting edge trading rules and systems. It is indispensable reading if you are involved in the derivatives, fixed income, foreign exchange and equities markets. ’Advanced Trading Rules’ demonstrates how to apply econometrics, computer modelling, technical and quantitative analysis to gener

中文参考译名:组合建设进展和实施（定量财务）
Authors:Alan Scowcroft, Stephen Satchell,
Publisher: Butterworth-Heinema
Keywords: quantitative, finance, implementation, construction, portfolio, advances
Number of Pages: 384
Published: 2003-08-18
List price: unknow
ISBN-10: 0750654481
ISBN-13: 9780750654487

Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies the benefits of diversification.Modern Portfolio Theory provides a broad context for understanding the interactions of systematic risk and reward. It has profoundly shaped how institutional portfolios are managed, and has motivated the use of passive investment management techniques, and the mathematics of MPT is used extensively in financial risk management.Advances in Portfolio Construction and Implementation offers practical guidanc

中文参考译名:下行风险管理金融市场（定量财务）
Authors:Frank A. Sortino, Stephen Satchell,
Publisher: Butterworth-Heinema
Keywords: quantitative, finance, markets, financial, downside, risk, managing
Number of Pages: 272
Published: 2001-10-16
List price: unknow
ISBN-10: 0750648635
ISBN-13: 9780750648639

Quantitative methods have revolutionized the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and governmental activity such as central banking to name but some of the applications. Downside-risk, as a quantitative method, is an accurate measurement of investment risk, because it captures the risk of not accomplishing the investor’s goal.’Downside Risk in Financial Markets’ demonstrates how downside-risk can produce better results in performance measurement and asset allocation than variance modelling. Theory, as wel

中文参考译名:在财务线性因素模型（定量财务）
Authors:John Knight, Stephen Satchell,
Publisher: Butterworth-Heinema
Keywords: finance, quantitative, models, factor, linear
Number of Pages: 304
Published: 2005-02-11
List price: $108.00
ISBN-10: 0750660066
ISBN-13: 9780750660068

The determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing, which has developed dramatically in the last few years due to advances in financial theory and econometrics. This book covers the science of asset pricing by concentrating on the most widely used modelling technique called: Linear Factor Modelling.Linear Factor Models covers an important area for Quantitative Analysts/Investment Managers who are developing Quantitative Investment Strategies. Linear factor models (LFM) are part of modern investment processes th