Empirical techniques in finance : with 30 tables / Ramaprasad Bhar; Shigeyuki Hamori

Von:

Bhar, Ramaprasad [aut]

Mitwirkende(r):

Hamori, Shigeyuki, 1959- [aut]

Resource type: Ressourcentyp: BuchBuchVerlagsnummer: 11401841Sprache: Englisch Reihen: Springer FinanceVerlag: Berlin ; Heidelberg [u.a.] : Springer, 2005Auflage: 1. edBeschreibung: XII, 241 S : graph. Darst ; 235 mm x 155 mmISBN:

3540251235

Schlagwörter:

Genre/Form:

Lehrbuch

Andere physische Formen: Erscheint auch als: Empirical Techniques in Finance. Online-Ausgabe Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2005. Online-Ressource (XII, 243 p, online resource)DDC-Klassifikation:

332.0151
340
330 510
340

RVK: RVK: QK 660 | QH 233 | QK 600LOC-Klassifikation:

HG106

Zusammenfassung: 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.Call number: Grundsignatur: 2005 A 11053PPN: PPN: 481283463

Exemplare ( 2 )

Exemplare
Medientyp	Heimatbibliothek	Sammlung	Standort	Signatur	Status	Barcode
Freihandbestand ausleihbar	Bibliothek Campus Süd	wirt 3.5	Lesesaal Wirtschaftswissenschaften und Informatik (LSW)	2005 A 11053	Verfügbar	47203764090
Freihandbestand ausleihbar	Fachbibliothek Mathematik		Bibliothek / frei aufgestellt	Fin./Vers. / Bha	Verfügbar	36357166090

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