The Basics of Financial Econometrics. Tools, Concepts, and Asset Management Applications

The Basics of Financial Econometrics. Tools, Concepts, and Asset Management Applications
Автор книги: id книги: 840884     Оценка: 0.0     Голосов: 0     Отзывы, комментарии: 0 9069,39 руб.     (97,95$) Купить и читать книгу Купить бумажную книгу Электронная книга Жанр: Управление, подбор персонала Правообладатель и/или издательство: John Wiley & Sons Limited Дата добавления в каталог КнигаЛит: ISBN: 9781118727430 Возрастное ограничение: 0+

Реклама. ООО «ЛитРес», ИНН: 7719571260.

Описание книги

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. The Basics of Financial Econometrics covers the commonly used techniques in the field without using unnecessary mathematical/statistical analysis. It focuses on foundational ideas and how they are applied. Topics covered include: regression models, factor analysis, volatility estimations, and time series techniques. Covers the basics of financial econometrics—an important topic in quantitative finance Contains several chapters on topics typically not covered even in basic books on econometrics such as model selection, model risk, and mitigating model risk Geared towards both practitioners and finance students who need to understand this dynamic discipline, but may not have advanced mathematical training, this book is a valuable resource on a topic of growing importance.

Добавление нового отзыва

Комментарий Поле, отмеченное звёздочкой  — обязательно к заполнению

Отзывы и комментарии читателей

Нет рецензий. Будьте первым, кто напишет рецензию на книгу The Basics of Financial Econometrics. Tools, Concepts, and Asset Management Applications
Подняться наверх