Wiley
Wiley.com
Print this page Share
E-book

Financial Econometrics: From Basics to Advanced Modeling Techniques

Svetlozar T. Rachev, Stefan Mittnik, PhD, Frank J. Fabozzi, CFA, Sergio M. Focardi, Teo Jašić, PhD
ISBN: 978-0-470-12152-8
E-book
560 pages
March 2007
US $74.99 Purchase This E-book

This price is valid for United States. Change location to view local pricing and availability.

Financial Econometrics: From Basics to Advanced Modeling Techniques (0470121521) cover image
Important E-book Information
Adobe e-books are read using Adobe Digital Editions. Install Adobe Digital Editions on your PC in order to read or transfer your e-book.
Buy from another retailer for your e-book reader
Other Available Formats: Hardcover

  • UNIQUE PRESENTATION OF TECHNIQUE AND SAMPLES.  The author team uses real world data where possible and also brings in the results of published research provided by investment banking firms and journals. Explains technique and provides ample illustrations both from data obtained from Wall Street published research and academic/practitioner journals. Also, there will be coverage of concepts (e.g., hedging) and theories in finance (e.g., asset pricing) when the authors apply the technique within a chapter.
  • INCLUDES A TECHNICAL APPENDIX. 
  • PROMINENT COAUTHORS FROM THE WORLD OF FINANCE.  Jasic, Rachev, Mittnik, and Focardi are not only active academic researchers who apply financial econometrics but who also apply it in their consulting work.