The basics of financial econometrics: tools, concepts, and asset management applications
Gespeichert in:
Bibliographische Detailangaben
Beteiligte Personen: Fabozzi, Frank J. 1948- (VerfasserIn), Focardi, Sergio M. 1946- (VerfasserIn), Račev, Svetlozar T. 1951- (VerfasserIn), Arshanapalli, Bala Gangadhar (VerfasserIn)
Weitere beteiligte Personen: Höchstötter, Markus 1974- (MitwirkendeR)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Hoboken, New Jersey Wiley [2014]
Schriftenreihe:The Frank J. Fabozzi series
Schlagwörter:
Links:https://onlinelibrary.wiley.com/doi/book/10.1002/9781118856406
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118856406
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118856406
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118856406
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118856406
Beschreibung:An accessible guide to the growing field of financial econometrics. As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance. The techniques of financial econometrics facilitate the development and management of new financial instruments by providing models for pricing and risk assessment. In short, financial econometrics is an indispensable component to modern finance. The Basics of Financial Econometrics covers the commonly used techniques in the field without using unnecessary mathematical/statistical analysis. It focuses on foundational ideas and how they are applied. Topics covered include: regression models, factor analysis, volatility estimations, and time series techniques. In addition, an associated website contains a number of real-world case studies related to important issues in this area.
Umfang:1 Online-Ressource (xxi, 426 Seiten) Diagramme
ISBN:9781118727232
9781118727430
9781118856406