The basics of financial econometrics tools, concepts, and asset management applications

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 fac...

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Detalles Bibliográficos
Autor principal: Fabozzi, Frank J. (-)
Otros Autores: Fabozzi, Frank J., author (author), Höchstötter, Markus, author of introduction, etc (author of introduction etc)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Hoboken, New Jersey : John Wiley & Sons 2014.
Edición:1st edition
Colección:Frank J. Fabozzi series.
THEi Wiley ebooks.
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628720806719
Descripción
Sumario: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. Financial Econometric Basics covers the commonly used techniques in the fie
Notas:Includes index.
Descripción Física:1 online resource (450 p.)
Formato:Access using campus network via VPN at home (THEi Users Only).
Bibliografía:Includes bibliographical references and index.
ISBN:9781118727232
9781118856406
9781118727430