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Friday, August 7, 2020 | History

3 edition of Financial econometrics modeling found in the catalog.

Financial econometrics modeling

Greg N. Gregoriou

Financial econometrics modeling

derivatives pricing, hedge funds and term structure models

by Greg N. Gregoriou

  • 114 Want to read
  • 4 Currently reading

Published by Palgrave Macmillan in Basingstoke, New York .
Written in English

    Subjects:
  • Mathematical models,
  • Econometrics,
  • Financial risk management,
  • Finance

  • Edition Notes

    Includes bibliographical references and index.

    Statementedited by Greg N. Gregoriou and Razvan Pascalau
    Classifications
    LC ClassificationsHB141 .F54 2011
    The Physical Object
    Paginationxxiii, 206 p. :
    Number of Pages206
    ID Numbers
    Open LibraryOL25019136M
    ISBN 109780230283633
    LC Control Number2011280996
    OCLC/WorldCa656768678

    Financial Econometrics. Princeton University Press. (The first part of this book contains a good all-around survey of time series econometrics.) Andrew C. Harvey (). Econometric Analysis of Time Series, 2nd Ed. MIT Press. (Although this was first published more than two decades ago, it remains a good reference for many of the basic topics.)File Size: 16KB. 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.

    This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of . 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 Read more.

    practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. Book Title: Time Series Analysis With Applications in R Author: Jonathan and Kung-Sik Chan This book presents an accessible approach to understanding time series models and their applications. The new edition. Financial modeling is the task of building an abstract representation (a model) of a real world financial situation. This is a mathematical model designed to represent (a simplified version of) the performance of a financial asset or portfolio of a business, project, or any other investment.. Typically, then, financial modeling is understood to mean an exercise in either asset pricing or.


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Financial econometrics modeling by Greg N. Gregoriou Download PDF EPUB FB2

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