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Wiley Financial Econometrics: From Basics to Advanced Modeling Techniques: 150 (Frank J. Fabozzi Series)

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£61.18 £59.74 £60.05 £60.37 £60.68 £61.00 £61.31 25 April 2026 07 May 2026 19 May 2026 31 May 2026 12 June 2026

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Description

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.

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Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
12 January 2007
Listed Since
22 January 2007

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