Applied Quantitative Methods for Trading and Investment

CHRISTIAN L. DUNIS is Girobank Professor of Banking andFinance at Liverpool Business School, and Director of its Centrefor International Banking, Economics and Finance (CIBEF). He isalso a consultant to asset management firms, a Visiting Professorof International Finance at Venice International University and anOfficial Reviewer attached to the European Commission for theevaluation of applications to finance of emerging softwaretechnologies. He is an Editor of the European Journal of Finance,and has widely published in the field of financial markets analysisand forecasting. He has organised the Forecasting Financial MarketsConference since 1994. JASON LAWS is a Lecturer in International Banking andFinance at Liverpool John Moores University. He is also the CourseDirector for the M.Sc. in International Banking, Economics andFinance at Liverpool Business School. He has taught extensively inthe area of investment theory and derivative securities at alllevels, both in the UK and in Asia. Jason is also an active memberof CIBEF, and has published in a number of academic journals. Hisresearch interests are focussed on volatility modelling and theimplementation of trading strategies. PATRICK NAÏM is an engineer of the ÉcoleCentrale de Paris. He is the founder and chairman of Elseware, acompany specialising in the application of nonlinear methods tofinancial management problems. He is currently working for some ofthe largest French institutions and co-ordinating research projectsin the field at European level.