Home The Basics of Financial Econom by Frank J. Fabozzi; Sergio M. Focardi; Svetlozar T. Rachev (ISBN: 9781118573204)

Stock Photo: Cover May Be Different

The Basics of Financial Econom Hardcover - 2014 - 1st Edition

Name: The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications
Price: 77.63 GBP
Availability: InStock
Author: Frank J. Fabozzi
ISBN: 9781118573204

by Frank J. Fabozzi; Sergio M. Focardi; Svetlozar T. Rachev

Browse more copies for sale ↓

From the publisher

An accessible guide to the growing field of financial econometrics

As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance. The techniques of financial econometrics facilitate the development and management of new financial instruments by providing models for pricing and risk assessment. In short, financial econometrics is an indispensable component to modern finance.

The Basics of Financial Econometrics covers the commonly used techniques in the field without using unnecessary mathematical/statistical analysis. It focuses on foundational ideas and how they are applied. Topics covered include: regression models, factor analysis, volatility estimations, and time series techniques.

Covers the basics of financial econometrics--an important topic in quantitative finance
Contains several chapters on topics typically not covered even in basic books on econometrics such as model selection, model risk, and mitigating model risk

Geared towards both practitioners and finance students who need to understand this dynamic discipline, but may not have advanced mathematical training, this book is a valuable resource on a topic of growing importance.

From the rear cover

The BASICS of FINANCIAL ECONOMETRICS

With the growth in quantitative finance, financial econometrics has emerged as a vitally important field, providing the analytical models to address complex financial product structures, valuation, and risk assessment. The Basics of Financial Econometrics covers the commonly used techniques in the field without using unnecessary mathematical or statistical proofs and derivations, and with a clear emphasis on basic ideas and how to apply them.

Financial econometrics is an indispensable component to modern finance and a crucial body of knowledge for financial professionals. The Basics of Financial Econometrics addresses the key relationship between econometrics and quantitative finance, and provides practical examples that use real-world financial data. Areas covered include:

Building financial models
Asset pricing
Derivative pricing
Portfolio allocation
Hedging strategies
Model selection
Strategy development

Written for both seasoned financial professionals and advanced students of finance, The Basics of Financial Econometrics provides a complete, real-world overview that provides a strong foundation in financial econometrics.

From the jacket flap

The BASICS of FINANCIAL ECONOMETRICS

Building financial models
Asset pricing
Derivative pricing
Portfolio allocation
Hedging strategies
Model selection
Strategy development

Details

Title The Basics of Financial Econom
Author Frank J. Fabozzi; Sergio M. Focardi; Svetlozar T. Rachev
Binding Hardcover
Edition number 1st
Edition 1
Pages 448
Volumes 1
Language ENG
Publisher Wiley
Date 2014-03-24
Features Bibliography, Dust Cover, Glossary, Price on Product - Canadian, Table of Contents
ISBN 9781118573204 / 111857320X
Weight 1.5 lbs (0.68 kg)
Dimensions 9.1 x 6.2 x 1.4 in (23.11 x 15.75 x 3.56 cm)
Library of Congress Catalog Number 2013043119
Dewey Decimal Code 330.015

About the author

FRANK J. FABOZZI is Professor of Finance at EDHEC Business School and Editor of the Journal of Portfolio Management.

SERGIO M. FOCARDI is Visiting Professor of Finance at Stony Brook University and a founding partner of the Paris-based consulting firm The Intertek Group.

SVETLOZAR T. RACHEV is Professor of Finance, College of Business and Center for Finance, Stony Brook University, and Chief-Scientist with FinAnalytica.

BALA G. ARSHANAPALLI is the Gallagher-Mills Chair of Business and Economics at Indiana University Northwest.

More Copies for Sale

The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications

by Frank J. Fabozzi

New
Hardcover

Condition

New

Binding

Hardcover

ISBN 10 / ISBN 13

9781118573204 / 111857320x

Quantity Available

Seller

The Saint Bookstore

Southport, Merseyside, United Kingdom

Seller rating:

This seller has earned a 5 of 5 Stars rating from Biblio customers.

Item Price

NZ$164.86

NZ$21.13 shipping to USA

Show Details

Description:

Hardback. New. An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance.