Financial Econometrics From Basics to Advanced Modeling Techniques
Aus der Reihe
Frank J. Fabozzi Series
80,99 €
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
22.06.2007
Verlag
John Wiley & SonsSeitenzahl
560 (Printausgabe)
Dateigröße
10827 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9780470121528
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.
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.
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