The Mathematics of Financial Modeling and Investment Management was written by Frank Fabozzi.

The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance, allowing the investment management practitioners, researcher, or student to fully understand the process of financial decision-making and its economic foundations.

This comprehensive resource will introduce you to key mathematical techniques and show you how they are successfully implemented in the world of finance. The new mathematical tools allow a deeper understanding of financial econometrics and financial economics. Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and cointegration are discussed in depth.

Focardi and Fabozzi use a lot of real-world examples to show both the mathematical techniques and the areas in finance where these techniques are applied. They cover a lot of useful financial applications. The pricing is arbitrary. There is interest rate modeling. Derivative pricing can be used. Credit risk modeling. Equity and bond portfolios are managed. There is risk management. And a lot more.

Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling & Investment Management clearly ties together financial theory and mathematical techniques.