Financial econometrics is an interdisciplinary subject that uses statistical methods and economic theory to address a variety of quantitative problems in finance. This compact, master's-level textbook focuses on methodology and includes real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail. Wherever possible, the authors indicate where to find the relevant R codes to implement the ...
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Financial econometrics is an interdisciplinary subject that uses statistical methods and economic theory to address a variety of quantitative problems in finance. This compact, master's-level textbook focuses on methodology and includes real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail. Wherever possible, the authors indicate where to find the relevant R codes to implement the various methods. This book grew out of a course at Princeton University which is one of the world's flagship programs in computational finance and financial engineering. It will therefore be useful for those with an economics and finance background who are looking to sharpen their quantitative skills, and also for those with strong quantitative skills who want to learn how to apply them to finance.
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Add this copy of The Elements of Financial Econometrics to cart. $57.94, like new condition, Sold by Prior Books rated 5.0 out of 5 stars, ships from Cheltenham, GLOUCESTERSHIRE, UNITED KINGDOM, published 2017 by Cambridge University Press.
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Like New. Size: 6x1x9; Hardback book in nearly new condition: firm and square with strong joints. Just a few hardly noticeable rubs or very mild bumps. Hence a non-text page shows a small 'damaged' stamp. Despite such this book looks and feels unread. Thus the contents are crisp, fresh and tight. And so a very nice book in great condition, now offered for sale at a reasonable price.
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New. 392 p. Worked examples or Exercises; 26 Tables, black and white; 7 Halftones, color; 7 Halftones, black and white; 85 Line drawings, color; 6 Line drawings, black and white. Intended for college/higher education audience. Intended for professional and scholarly audience.
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New. Contains: Line drawings, black & white, Line drawings, color, Halftones, black & white, Halftones, color, Tables, black & white, Unspecified. 6 b/w illus. 92 colour illus. 26 tables 90 exercises. Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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