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.
Jianqing Fan is a statistician and financial econometrician. He is the current Frederick L. Moore '18 Professor of Finance and Professor of Statistics at Princeton University, New Jersey. His prizes include the Guggenheim Fellowship (2009), the Guy Medal in Silver (2014) and the COPSS Presidents' Award (2000). In 2012, he was elected Academician of Academia Sinica. He is a co-editor of the Journal of Econometrics and an associate editor of the Journal of the American Statistical Association.
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Destinations, frais et délaisVendeur : Phatpocket Limited, Waltham Abbey, HERTS, Royaume-Uni
Etat : Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. N° de réf. du vendeur Z1-C-088-04203
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Vendeur : ThriftBooks-Atlanta, AUSTELL, GA, Etats-Unis
Hardcover. Etat : Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 2.12. N° de réf. du vendeur G703043398XI4N10
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Vendeur : liu xing, Nanjing, JS, Chine
Hardcover. Etat : New. Language:Chinese.HardCover. Pub Date: 2015-3-1 Pages: 367 Publisher: Science Press This book is a basic measure on the financial aspects of the book. provides the core foundation of information. including the growing financial research frontiers of science and finance industries important developments. The book of asset pricing theory. portfolio optimization and risk management approach provides a simple and compact process. Provides a time series modeling techniques univariate and multivaria. N° de réf. du vendeur CS043817
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