Financial Econometrics

Financial Econometrics

AngličtinaPevná väzba
Rachev Svetlozar T.
John Wiley & Sons Inc
EAN: 9780471784500
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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.

EAN 9780471784500
ISBN 0471784508
Typ produktu Pevná väzba
Vydavateľ John Wiley & Sons Inc
Dátum vydania 11. januára 2007
Stránky 576
Jazyk English
Rozmery 231 x 161 x 47
Krajina United States
Čitatelia Professional & Scholarly
Autori Fabozzi Frank J.; Focardi Sergio M.; Jasic, Teo; Mittnik Stefan; Rachev Svetlozar T.
Edícia 1. Auflage
Séria Frank J. Fabozzi Series
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