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Financial Econometrics: From Basics to Advanced Modeling Techniques

Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi, Teo Jašić
ISBN: 978-0-471-78450-0
Hardcover
576 pages
December 2006, ©2007
List Price: US $125.00
Government Price: US $63.75
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  • UNIQUE PRESENTATION OF TECHNIQUE AND SAMPLES.  The author team uses real world data where possible and also brings in the results of published research provided by investment banking firms and journals. Explains technique and provides ample illustrations both from data obtained from Wall Street published research and academic/practitioner journals. Also, there will be coverage of concepts (e.g., hedging) and theories in finance (e.g., asset pricing) when the authors apply the technique within a chapter.
  • INCLUDES A TECHNICAL APPENDIX. 
  • PROMINENT COAUTHORS FROM THE WORLD OF FINANCE.  Jasic, Rachev, Mittnik, and Focardi are not only active academic researchers who apply financial econometrics but who also apply it in their consulting work.

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