Financial Econometrics: from Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series)

Financial Econometrics: from Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series)

by SergioM.Focardi (Author), Frank J . Fabozzi C F A (Author), SvetlozarT.Rachev (Author), StefanMittnikPhD (Author), TeoJaiPhD (Author)

Synopsis

Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. The experienced author team introduces readers to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics.

$116.41

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 576
Publisher: John Wiley & Sons
Published: 12 Jan 2007

ISBN 10: 0471784508
ISBN 13: 9780471784500