Financial Econometrics available on March 11 2016 from Buy for 110.00
Wiley available on November 18 2014 from Amazon for $68.00
ISBN bar code 9780471784500 ξ3 registered March 11 2016
ISBN bar code 9780471784500 ξ2 registered November 18 2014
ISBN bar code 9780471784500 ξ1 registered July 03 2012
Product category is Book
Manufacturered by Wiley
Product size is 9.44"x6.43"x1.47"
Product weight is 2.12 lbs.
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.
