From Basics to Advanced Modeling Techniques
E-Book, Englisch, 576 Seiten, E-Book
Reihe: Frank J. Fabozzi Series
ISBN: 978-0-470-12152-8
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
A comprehensive guide to financial econometrics
Financial econometrics is a quest for models that describefinancial time series such as prices, returns, interest rates, andexchange rates. In Financial Econometrics, readers will beintroduced to this growing discipline and the concepts and theoriesassociated with it, including background material on probabilitytheory and statistics. The experienced author team uses real-worlddata where possible and brings in the results of published researchprovided by investment banking firms and journals. FinancialEconometrics clearly explains the techniques presented and providesillustrative examples for the topics discussed.
Svetlozar T. Rachev, PhD (Karlsruhe, Germany) is currentlyChair-Professor at the University of Karlsruhe. Stefan Mittnik, PhD(Munich, Germany) is Professor of Financial Econometrics at theUniversity of Munich. Frank J. Fabozzi, PhD, CFA, CFP (New Hope,PA) is an adjunct professor of Finance at Yale University'sSchool of Management. Sergio M. Focardi (Paris, France) is afounding partner of the Paris-based consulting firm The IntertekGroup. Teo Jasic, PhD, (Frankfurt, Germany) is a senior managerwith a leading international management consultancy firm inFrankfurt.
Rachev / Mittnik / Fabozzi
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Financial econometrics is a quest for models that describefinancial time series such as prices, returns, interest rates, andexchange rates. In Financial Econometrics, readers will beintroduced to this growing discipline and the concepts and theoriesassociated with it, including background material on probabilitytheory and statistics. The experienced author team uses real-worlddata where possible and brings in the results of published researchprovided by investment banking firms and journals. FinancialEconometrics clearly explains the techniques presented and providesillustrative examples for the topics discussed.
Svetlozar T. Rachev, PhD (Karlsruhe, Germany) is currentlyChair-Professor at the University of Karlsruhe. Stefan Mittnik, PhD(Munich, Germany) is Professor of Financial Econometrics at theUniversity of Munich. Frank J. Fabozzi, PhD, CFA, CFP (New Hope,PA) is an adjunct professor of Finance at Yale University'sSchool of Management. Sergio M. Focardi (Paris, France) is afounding partner of the Paris-based consulting firm The IntertekGroup. Teo Jasic, PhD, (Frankfurt, Germany) is a senior managerwith a leading international management consultancy firm inFrankfurt.
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