Language:Chinese.HardCover. Pub Date: 2015-3-1 Pages: 367 Publisher: Science Press This book is a basic measure on the financial aspects of the book. provides the core foundation of information. including the growing financial research frontiers of science and finance industries important developments. The book of asset pricing theory. portfolio optimization and risk management approach provides a simple and compact process. Provides a time series modeling techniques univariate and multivariate case. analysis of financial data in the context of the time presented their mean and variance. Real data analysis throughout the book. is a distinctive feature of this book. Contents: Preface to Mathematics Monograph SeriesPrefaceChapter1 Asset Returns11.1 Returns11.1.1 One-period simple returns and gross returns11.1.2 Multiperiod returns21.1.3 Log returns and continuously compounding...
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'The Elements of Financial Econometrics is a compact introduction to quantitative methods for financial professionals who want to improve their quantitative skill set. The book is a survey of the statistical tools and associated applications needed by those who seek to use quantitative methods and empirical rigor in their analyses.' Nick Ronalds, Financial Analysts Journal
A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail.
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Hardcover. Condition: New. Language:Chinese.HardCover. Pub Date: 2015-3-1 Pages: 367 Publisher: Science Press This book is a basic measure on the financial aspects of the book. provides the core foundation of information. including the growing financial research frontiers of science and finance industries important developments. The book of asset pricing theory. portfolio optimization and risk management approach provides a simple and compact process. Provides a time series modeling techniques univariate and multivaria. Seller Inventory # CS043817
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