Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series)
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.
yazar | Svetlozar T. Rachev |
---|---|
Boyutlar ve boyutlar | 16.1 x 4.68 x 23.1 cm |
Tarafından yayınlandı | 8 Aralık 2006 |
18,9 x 0,6 x 24,6 cm Mdpi AG ROBERT H BORK ERWIN N GRISWOLD 29 Ekim 2011 18,9 x 0,4 x 24,6 cm 28 Şubat 2018 18,9 x 0,2 x 24,6 cm 28 Ekim 2011 Additional Contributors 3 Ocak 2017 1 Ocak 2017 Kolektif WADE H MCCREE 18,9 x 0,3 x 24,6 cm 18,9 x 0,5 x 24,6 cm 30 Ekim 2011 15 x 0,5 x 22 cm
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Sürüm ayrıntıları
yazar | Svetlozar T. Rachev Stefan Mittnik Frank J. Fabozzi |
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isbn 10 | 0471784508 |
isbn 13 | 978-0471784500 |
Yayımcı | John Wiley & Sons |
Boyutlar ve boyutlar | 16.1 x 4.68 x 23.1 cm |
Tarafından yayınlandı Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series) | 8 Aralık 2006 |