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High-Frequency Finance and Quantitative Strategies - Instructional Material

Instructional09Participants will receive a copy of the book Financial Modeling of the Equity Market: From CAPM to Cointegration, by Frank J. Fabozzi, Sergio M. Focardi, and Petter N. Kolm, Wiley, 2006, on the first day of the workshop.

Additional instructional materials and sample code will be made available electronically to all workshop participants after the workshop.