Empirical Finance for Finance and Banking - Couverture souple

Sollis, Robert

 
9780470512890: Empirical Finance for Finance and Banking
Couverture souple
ISBN 10 : 047051289X ISBN 13 : 9780470512890
Editeur : Wiley, 2011

Synopsis

Empirical Finance for Finance and Banking provides the student with a relatively non-technical guide to some of the key topics in finance where empirical methods play an important role Written for students taking Master's degrees in finance and banking, it is also suitable for students and researchers in other areas, including economics.

The first three introductory chapters outline the structure of the book and review econometric and statistical techniques, while the remaining chapters discuss various topics, including: portfolio theory and asset allocation, asset pricing and factor models, market efficiency, modelling and forecasting exchange and interest rates and Value at Risk. Understanding these topics and the methods covered will be helpful for students interested in working as analysts and researchers in financial institutions.

Designed for students with limited previous experience of econometrics, statistics or advanced financial theory, the text is written in an "easy-to-read" style. It features empirical examples at the end of each chapter to demonstrate the empirical methods and theory discussed and uses MATLAB(R) for all calculations. A guide to answering end of chapter questions and relevant computer programs can be found on the companion website: www.wiley.com/college/sollis

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Robert Sollis is Professor of Financial Economics at Newcastle University Business School. His main teaching and research interests lie in the area of applied econometrics, with a particular focus on macroeconomic and financial time series analysis. He has published in internationally recognized academic journals (e.g. Journal of Money, Credit and Banking, Journal of Applied Econometrics, Journal of Time Series Analysis), and in 2002 co-authored the textbook Applied Time Series Modelling and Forecasting with Richard Harris.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Wiley
Date d'édition
2011
Langue
anglais
ISBN 10 
047051289X
ISBN 13 
9780470512890
Reliure
Broché
Nombre de pages
358
Coordonnées du fabricant
JOSSEY-BASS
https://www.wiley.com/en-us

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