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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Bibliographic Details
Main Author: Fabozzi, Frank J. (-)
Other Authors: Fabozzi, Frank J., author (author), Höchstötter, Markus, author of introduction, etc (author of introduction etc)
Format: eBook
Language:Inglés
Published: Hoboken, New Jersey : John Wiley & Sons 2014.
Edition:1st edition
Series:Frank J. Fabozzi series.
THEi Wiley ebooks.
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628720806719
Description
Summary: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
Item Description:Includes index.
Physical Description:1 online resource (450 p.)
Format:Access using campus network via VPN at home (THEi Users Only).
Bibliography:Includes bibliographical references and index.
ISBN:9781118727232
9781118856406
9781118727430