Bibliograph

The basics of financial econometrics, tools, concepts, and asset management applications, Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, with the assistance of Markus Höchstöetter

Type

Label

The basics of financial econometrics, tools, concepts, and asset management applications, Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, with the assistance of Markus Höchstöetter

Language

eng

Bibliography note

Includes bibliographical references and index

Illustrations

illustrations

Index

index present

Literary Form

non fiction

Main title

The basics of financial econometrics

Nature of contents

bibliography

Oclc number

863100554

Responsibility statement

Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli, with the assistance of Markus Höchstöetter

Series statement

The Frank J. Fabozzi series

Sub title

tools, concepts, and asset management applications

Summary

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. In addition, an associated website contains a number of real-world case studies related to important issues in this area.--, Provided by Publisher

Contributor

Creator