Empirical techniques in finance
The rapid advances in financial technology in the past decade have led to a commensurate increase in sophistication for modelling techniques needed by the researchers for the understanding of financial markets. The book aims at equipping graduate students, market analysts and others with a wide rang...
Đã lưu trong:
| Tác giả chính: | |
|---|---|
| Định dạng: | Sách |
| Ngôn ngữ: | Undetermined |
| Được phát hành: |
Berlin,New York
Springer Heidelberg
2005
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| Những chủ đề: | |
| Các nhãn: |
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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| LEADER | 01580nam a2200217Ia 4500 | ||
|---|---|---|---|
| 001 | CTU_153021 | ||
| 008 | 210402s9999 xx 000 0 und d | ||
| 020 | |c 79.81 | ||
| 082 | |a 332.0151 | ||
| 082 | |b B575 | ||
| 100 | |a Bhar, Ramaprasad. | ||
| 245 | 0 | |a Empirical techniques in finance | |
| 245 | 0 | |c Ramaprasad Bhar, Shigeyuki Hamori. | |
| 260 | |a Berlin,New York | ||
| 260 | |b Springer Heidelberg | ||
| 260 | |c 2005 | ||
| 520 | |a The rapid advances in financial technology in the past decade have led to a commensurate increase in sophistication for modelling techniques needed by the researchers for the understanding of financial markets. The book aims at equipping graduate students, market analysts and others with a wide range of empirical techniques. It not only discusses the analytical structures behind such modelling approaches, but also explains how they are applied to actual data. Besides traditional elements of financial econometrics and statistical techniques commonly used in quantitative finance, the book covers: estimation of parametric and non-parametric models; advanced tools to deal with unobserved components; discrete time models of asset prices and of interest rates. Illustrations include speculative equity prices, equity and currency risk premium as well as real investment opportunity analysis and interest rate contingent claim valuation. | ||
| 650 | |a Finance, Investments,Tài chính | ||
| 650 | |x Mathematical models,Mathematical models,Mô hình toán | ||
| 904 | |i Năm | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Cần Thơ | ||