Price loading...

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

Price data last checked 106 day(s) ago - refreshing...

View at Amazon

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

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.

Key Features

New

Mint Condition

Dispatch same day for order received before 12 noon

Guaranteed packaging

No quibbles returns

Product Specifications

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

Barcode

No barcode data available

Similar Products You Might Like

Financial Modeling of the Equity Market: From CAPM to Cointegration: 144 (Frank J. Fabozzi Series)
95% match

Financial Modeling of the Equity Market: From CAPM to Cointegration: 144 (Frank J. Fabozzi Series)

Wiley

£54.39 25 Jan 2026
Professional Perspectives on Fixed Income Portfolio Management, Volume 2: 87 (Frank J. Fabozzi Series)
94% match

Professional Perspectives on Fixed Income Portfolio Management, Volume 2: 87 (Frank J. Fabozzi Series)

Wiley

£57.50 23 Feb 2026
Quantitative Equity Investing: Techniques and Strategies (Frank J. Fabozzi Series)
94% match

Quantitative Equity Investing: Techniques and Strategies (Frank J. Fabozzi Series)

Wiley

£48.68 14 Jan 2026
Encyclopedia of Financial Models, 3 Volume Set
94% match

Encyclopedia of Financial Models, 3 Volume Set

Wiley

£920.70 03 Feb 2026
Quantitative Financial Risk Management: Theory and Practice (Frank J. Fabozzi Series)
93% match

Quantitative Financial Risk Management: Theory and Practice (Frank J. Fabozzi Series)

Wiley

£60.19 08 Mar 2026
Financial Econometrics: Problems, Models, and Methods: 2 (Princeton Series in Finance)
93% match

Financial Econometrics: Problems, Models, and Methods: 2 (Princeton Series in Finance)

Princeton University Press

£52.71 22 Feb 2026
Encyclopedia of Financial Models, Volume II
93% match

Encyclopedia of Financial Models, Volume II

£240.00 14 Jan 2026
Accessing Capital Markets through Securitization: 76 (Frank J. Fabozzi Series)
93% match

Accessing Capital Markets through Securitization: 76 (Frank J. Fabozzi Series)

Wiley

£56.20 28 Feb 2026
Foundations of the Pricing of Financial Derivatives: Theory and Analysis (Frank J. Fabozzi Series)
93% match

Foundations of the Pricing of Financial Derivatives: Theory and Analysis (Frank J. Fabozzi Series)

Wiley

£48.76 04 Feb 2026
Financial Econometrics – Problems, Models, and Methods: 2 (Princeton Series in Finance)
93% match

Financial Econometrics – Problems, Models, and Methods: 2 (Princeton Series in Finance)

Princeton University Press

£142.47 13 Jan 2026
Financial Econometrics (Routledge Advanced Texts in Economics and Finance)
93% match

Financial Econometrics (Routledge Advanced Texts in Economics and Finance)

Routledge

£174.12 10 Mar 2026
Empirical Economic and Financial Research: Theory, Methods and Practice: 48 (Advanced Studies in Theoretical and Applied Econometrics, 48)
93% match

Empirical Economic and Financial Research: Theory, Methods and Practice: 48 (Advanced Studies in Theoretical and Applied Econometrics, 48)

Springer

£75.11 08 Mar 2026
Probability and Statistics for Finance: 176 (Frank J. Fabozzi Series)
93% match

Probability and Statistics for Finance: 176 (Frank J. Fabozzi Series)

Wiley

£50.99 12 Jan 2026
Issuer Perspectives on Securitization: 48 (Frank J. Fabozzi Series)
93% match

Issuer Perspectives on Securitization: 48 (Frank J. Fabozzi Series)

Wiley

£37.79 24 Feb 2026
The Methods of Distances in the Theory of Probability and Statistics
93% match

The Methods of Distances in the Theory of Probability and Statistics

Springer

£129.26 08 Feb 2026
Mathematical Methods for Finance: Tools for Asset and Risk Management: 207 (Frank J. Fabozzi Series)
93% match

Mathematical Methods for Finance: Tools for Asset and Risk Management: 207 (Frank J. Fabozzi Series)

Wiley

£93.99 09 Mar 2026
The Handbook of European Fixed Income Securities: 108 (Frank J. Fabozzi Series)
93% match

The Handbook of European Fixed Income Securities: 108 (Frank J. Fabozzi Series)

Wiley

£61.80 27 Feb 2026
Finance: Capital Markets, Financial Management, and Investment Management: 178 (Frank J. Fabozzi Series)
93% match

Finance: Capital Markets, Financial Management, and Investment Management: 178 (Frank J. Fabozzi Series)

Wiley

£59.69 08 Mar 2026
Financial Models with Levy Processes and Volatility Clustering: 187 (Frank J. Fabozzi Series)
93% match

Financial Models with Levy Processes and Volatility Clustering: 187 (Frank J. Fabozzi Series)

Wiley

£54.36 15 Apr 2026
Financial Microeconometrics: A Research Methodology in Corporate Finance and Accounting
93% match

Financial Microeconometrics: A Research Methodology in Corporate Finance and Accounting

Springer

£88.69 26 Feb 2026
Market Microstructure and Nonlinear Dynamics: Keeping Financial Crisis in Context
93% match

Market Microstructure and Nonlinear Dynamics: Keeping Financial Crisis in Context

Springer

£96.61 12 Jan 2026
Network Models in Finance: Expanding the Tools for Portfolio and Risk Management (Frank J. Fabozzi Series)
93% match

Network Models in Finance: Expanding the Tools for Portfolio and Risk Management (Frank J. Fabozzi Series)

£49.64 26 Jan 2026
Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies: 143 (Frank J. Fabozzi Series)
93% match

Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies: 143 (Frank J. Fabozzi Series)

Wiley

£51.05 13 Jan 2026
Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation (The Frank J. Fabozzi Series, 191)
93% match

Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation (The Frank J. Fabozzi Series, 191)

Wiley

£53.99 06 Mar 2026