Market Risk Analysis, Practical Financial Econometrics.

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 are...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Alexander, Carol (Economist)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken : John Wiley & Sons, Ltd., 2008.
Temas:
Hedging (Finance)
Risk management.
Business.
Couverture (Finances)
Gestion du risque.
Affaires.
risk management.
businesses (business enterprises)
business (commercial function)
Business
Risk management
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (430 pages)
ISBN:9780470771037
0470771038

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