Empirical Techniques in Finance
(Sprache: Englisch)
Includes traditional elements of financial econometrics but is not yet another volume in econometrics.
Discusses statistical and probability techniques commonly used in quantitative finance.
The reader will be able to explore more complex structures...
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Includes traditional elements of financial econometrics but is not yet another volume in econometrics.
Discusses statistical and probability techniques commonly used in quantitative finance.
The reader will be able to explore more complex structures without getting inundated with the underlying mathematics.
Inhaltsverzeichnis zu „Empirical Techniques in Finance “
- Introduction- Basic Probability Theory and Markov Chains
- Estimation Techniques
- Non-Parametric Method of Estimation
- Unit Root, Cointegration and Related Issues
- VAR Modeling
- Time Varying Volatility Models
- State-Space Models (I)
- State-Space Models (II)
- Discrete Time Real Asset Valuation Model
- Discrete Time Model of Interest Rate
- Global Bubbles in Stock Markets and Linkages
- Forward FX Market and the Risk Premium
- Equity Risk Premia from Derivative Prices
- Index.
Bibliographische Angaben
- Autoren: Ramaprasad Bhar , Shigeyuki Hamori
- 2005, 243 Seiten, Masse: 16 x 24,1 cm, Gebunden, Englisch
- Verlag: Springer
- ISBN-10: 3540251235
- ISBN-13: 9783540251231
- Erscheinungsdatum: 09.05.2005
Sprache:
Englisch
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