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This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading fi
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Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods,
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Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of t
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Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates
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This book is about trading, the people who trade securities and contracts, the marketplaces where they trade, and the ru
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Market Models provides an authoritative and up-to-date treatment of the use of market data to develop models for financi
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This is a paper collection on the topic of financial risk. The articles in this collection analyze financial risk from a
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Risk is the main source of uncertainty for investors, debtholders, corporate managers and other stakeholders. For all th
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What is market liquidity? How can market liquidity be priced and managed? Understanding liquidity in the marketplace is
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Limitations in today's software packages for financial modeling system development can threaten the viability of an
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