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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
John Wiley & Sons, Ltd.,
2008.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Alexander, Carol |c (Economist) | |
| 245 | 1 | 0 | |a Market Risk Analysis, Practical Financial Econometrics. |
| 260 | |a Hoboken : |b John Wiley & Sons, Ltd., |c 2008. | ||
| 300 | |a 1 online resource (430 pages) | ||
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| 505 | 0 | |a Market Risk Analysis Volume Ii; Contents; List of Figures; List of Tables; List of Examples; Foreword; Preface to Volume Ii; Ii. 1 Factor Models; Ii. 2 Principal Component Analysis; Ii. 3 Classical Models of Volatility and Correlation; Ii. 4 Introduction to Garch Models; Ii. 5 Time Series Models and Cointegration; Ii. 6 Introduction to Copulas; Ii. 7 Advanced Econometric Models; Ii. 8 Forecasting and Model Evaluation; References; Index; Plates. | |
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Hedging (Finance) | |
| 650 | 0 | |a Risk management. | |
| 650 | 0 | |a Business. | |
| 650 | 6 | |a Couverture (Finances) | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 6 | |a Affaires. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a businesses (business enterprises) |2 aat | |
| 650 | 7 | |a business (commercial function) |2 aat | |
| 650 | 7 | |a Business |2 fast | |
| 650 | 7 | |a Hedging (Finance) |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
| 776 | 0 | 8 | |i Print version: |a Alexander, Carol. |t Market Risk Analysis, Practical Financial Econometrics. |d Hoboken : John Wiley & Sons, Ltd., ©2008 |z 9780470998014 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=470407 |z Texto completo |
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