The Basics of Financial Econometrics

The Basics of Financial Econometrics

AngličtinaPevná vazba
Fabozzi Frank J.
John Wiley & Sons Inc
EAN: 9781118573204
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Předpokládané dodání ve čtvrtek, 20. února 2025
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Podrobné informace

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.

  • Covers the basics of financial econometrics—an important topic in quantitative finance
  • Contains several chapters on topics typically not covered even in basic books on econometrics such as model selection, model risk, and mitigating model risk

Geared towards both practitioners and finance students who need to understand this dynamic discipline, but may not have advanced mathematical training, this book is a valuable resource on a topic of growing importance.

EAN 9781118573204
ISBN 111857320X
Typ produktu Pevná vazba
Vydavatel John Wiley & Sons Inc
Datum vydání 29. dubna 2014
Stránky 448
Jazyk English
Rozměry 236 x 160 x 34
Země United States
Sekce Professional & Scholarly
Autoři Arshanapalli Bala G.; Fabozzi Frank J.; Focardi Sergio M.; Rachev Svetlozar T.
Série Frank J. Fabozzi Series