Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet.<br/><p>All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies ma
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<p>Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the <i>Market Risk Analysis</i> four volume set. Building on the three previous volumes this book provides by far the most...
kr 899.00
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This timely book examines the legal and regulatory implications of Brexit for financial services. The UK''s withdrawal from the EU is likely to have significant market, political, and policy consequences for the UK financial system, for the...
kr 1179.00
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Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set.
kr 549.00
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The eagerly awaited second edition of this highly successful book has been greatly expanded from 400 to over 700 pages and contains new material on value at risk, speculative bubbles, volatility effects in financial markets, chaos and neural networks.<br>...
kr 559.00
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