Check nearby libraries
Buy this book
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.
Check nearby libraries
Buy this book
Previews available in: English
Subjects
Business, Finance, Nonfiction, Mathematical models, EconometricsEdition | Availability |
---|---|
1
Financial Econometrics
2007, John Wiley & Sons, Ltd.
Electronic resource
in English
0470121521 9780470121528
|
aaaa
Libraries near you:
WorldCat
|
2
Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series)
December 11, 2006, Wiley
in English
0471784508 9780471784500
|
zzzz
Libraries near you:
WorldCat
|
Book Details
Edition Notes
Classifications
The Physical Object
ID Numbers
Community Reviews (0)
Feedback?July 22, 2019 | Edited by MARC Bot | remove fake subjects |
July 29, 2014 | Edited by ImportBot | import new book |
June 17, 2010 | Edited by ImportBot | add details from OverDrive |
April 28, 2010 | Edited by Open Library Bot | Linked existing covers to the work. |
March 17, 2010 | Created by WorkBot | work found |