Financial Econometrics : From Basics to Advanced Modeling Techniques Hardback
by Svetlozar T. (University of California, Santa Barbara) Rachev, Stefan (University of Kiel, Germany) Mittnik, Frank J. (School of Management, Yale University) Fabozzi, Sergio M. Focardi, Teo Ja ic
Part of the Frank J. Fabozzi Series series
Hardback
Description
A comprehensive guide to financial econometrics 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. Svetlozar T. Rachev, PhD (Karlsruhe, Germany) is currently Chair-Professor at the University of Karlsruhe.
Stefan Mittnik, PhD (Munich, Germany) is Professor of Financial Econometrics at the University of Munich.
Frank J. Fabozzi, PhD, CFA, CFP (New Hope, PA) is an adjunct professor of Finance at Yale University's School of Management.
Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm The Intertek Group.
Teo Jasic, PhD, (Frankfurt, Germany) is a senior manager with a leading international management consultancy firm in Frankfurt.
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:576 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:12/01/2007
- Category:
- ISBN:9780471784500
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:576 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:12/01/2007
- Category:
- ISBN:9780471784500