发表于2024-11-09
Empirical Techniques in Finance (Springer Finance) 2024 pdf epub mobi 电子书
图书标签: 金融 统计学 数学
The rapid advances in financial technology in the past decade have led to a commensurate increase in sophistication for modelling techniques needed by the researchers for the understanding of financial markets. The book aims at equipping graduate students, market analysts and others with a wide range of empirical techniques. It not only discusses the analytical structures behind such modelling approaches, but also explains how they are applied to actual data. Besides traditional elements of financial econometrics and statistical techniques commonly used in quantitative finance, the book covers: estimation of parametric and non-parametric models; advanced tools to deal with unobserved components; discrete time models of asset prices and of interest rates. Illustrations include speculative equity prices, equity and currency risk premium as well as real investment opportunity analysis and interest rate contingent claim valuation.
very good summary for empirical aspect of finance.... notes ...
评分very good summary for empirical aspect of finance.... notes ...
评分very good summary for empirical aspect of finance.... notes ...
评分very good summary for empirical aspect of finance.... notes ...
评分very good summary for empirical aspect of finance.... notes ...
Empirical Techniques in Finance (Springer Finance) 2024 pdf epub mobi 电子书