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Financial Econometrics: From Basics to Advanced Modeling Techniques

โœ Scribed by Svetlozar T. Rachev, Stefan Mittnik PhD, Frank J. Fabozzi CFA, Sergio M. Focardi, Teo Jaลกiฤ‡ PhD


Publisher
Wiley
Year
2007
Tongue
English
Leaves
576
Series
Frank J. Fabozzi Series
Category
Library

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โœฆ Synopsis


Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published research provided by investment banking firms and journals. Financial Econometrics clearly explains the techniques presented and provides illustrative examples for the topics discussed.

โœฆ Subjects


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