£59.79

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

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£60 today · all-time low £57 (May 2025) · usually the usual

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£60.48 £56.70 £57.52 £58.35 £59.17 £60.00 £60.82 09 June 2024 31 October 2024 25 March 2025 17 August 2025 09 January 2026

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111 days 469 days · current 0 117 235 352 469 £57 £60 Days at Price

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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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