Financial-markets

This book is written in a very dense fashion and should be compared to a math or physics text and obviously not to the advertised get rich quick books.

The style is very clear and very dense. The introduction says more about the financial market as many long texts. Also the definitions are precise and do contain content. Alone this introduction is worthwhile for anybody in the business of specifying a financial software system. It saves literally weeks of work.

As a next step a very dense overview of the "standard" finance theory is presented (first order Markov...). The authors even succeed to explain the Black Scholes option-pricing model in a few pages. I am very thankful for this.

The main impetus of the authors is to apply complexity theory to financial markets and get in return a good and existing example of a complex system. They look deeply into the limits of the independent and identical distributed probability function assumption. Also higher order correlations, the effect of competing and partly collaborating agents is discussed.

The text is accessible to most graduate students with a corresponding background in mathematics, physics ....

One of the truly interesting books in financial analytics. I studied under Dr. Teall at Pace, NYC and he brings his amazing and lucid teaching style to the book. The chapters are well presented and the book is written in an extremely readable style. Moreover chapters 4 and 5 are really good and gave me a good understanding of the material. All in all a very good book that every MBA student should read.

This book is clear, concise and comprehensive. The book provides a good overview of the various aspects of financial analytics. It served me well in reviewing matrix algebra as it applies to finance - variance-covariance analysis.

I found the text Financial Market Analytics useful and comprehensive. In addition, it is presented in a nice way, which allows readers to leverage their previous understandings.

Apart from the presented theories/discussions the text provides numerous computational examples in a systematic and thoughtful fashion, helping enhance those topics. Both undergraduate and graduate students will benefit from the text. Although spending most the time talking about essential matters, the book still gives room for further investigating for those numbercrunchers with computing innate knacks.

I strongly recommend the text to students and practitioners who regard finance as the professional fields, at present or in the future. I myself thank the author, Prof. John Teall for contributing such a good text.