Ramaprasad Bhar,
Shigeyuki Hamori
Springer Berlin Heidelberg
0e druk, 2010
9783642064173
Empirical Techniques in Finance
Specificaties
Paperback, 243 blz.
|
Engels
Springer Berlin Heidelberg |
2010
ISBN13: 9783642064173
Rubricering
Onderdeel van serie
Springer Finance
Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
Includes traditional elements of financial econometrics but is not yet another volume in econometrics.
Discusses statistical and probability techniques commonly used in quantitative finance.
The reader will be able to explore more complex structures without getting inundated with the underlying mathematics.
Specificaties
ISBN13:9783642064173
Taal:Engels
Bindwijze:paperback
Aantal pagina's:243
Uitgever:Springer Berlin Heidelberg
Druk:0
Hoofdrubriek:Financieel management
Serie:Springer Finance
Inhoudsopgave
Basic Probability Theory and Markov Chains.- Estimation Techniques.- Non-Parametric Method of Estimation.- Unit Root, Cointegration and Related Issues.- VAR Modeling.- Time Varying Volatility Models.- State-Space Models (I).- State-Space Models (II).- Discrete Time Real Asset Valuation Model.- Discrete Time Model of Interest Rate.- Global Bubbles in Stock Markets and Linkages.- Forward FX Market and the Risk Premium.- Equity Risk Premia from Derivative Prices.
