Financial Econometrics, Mathematics and Statistics
Financial Econometrics, Mathematics and Statistics This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in…
Specifikacia Financial Econometrics, Mathematics and Statistics
Financial Econometrics, Mathematics and Statistics
This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Subsequent sections describe time-series analyses; the role of binomial, multi-nomial, and log normal distributions in option pricing models; and the application of statistics analyses to risk management. Financial Econometrics, Mathematics, and Statistics introduces tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research.Divided into four parts, the text begins with topics related to regression and financial econometrics.
The real-world applications and problems offer students a unique insight into such topics as heteroskedasticity, regression, simultaneous equation