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This book provides a comprehensive guide to financial econometrics, covering both basic concepts and advanced modeling techniques. It includes practical approaches to derivatives pricing, risk measurement, portfolio management, and the application of econometric models in financial research. Designed for practitioners and students, it bridges theoretical concepts with real-world financial applications.
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Publisher: John Wiley & Sons, Inc.
Publishing Year: 2007
ISBN: 978-0-471-78450-
Pages: 533