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

By: Contributor(s): Resource type: Ressourcentyp: BuchBookPublisher number: 11401841Language: English Series: Springer FinancePublisher: Berlin ; Heidelberg [u.a.] : Springer, 2005Edition: 1. edDescription: XII, 241 S : graph. Darst ; 235 mm x 155 mmISBN:
  • 3540251235
Subject(s): Genre/Form: Additional physical formats: Erscheint auch als: Empirical Techniques in Finance. Online-Ausgabe Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2005. Online-Ressource (XII, 243 p, online resource)DDC classification:
  • 332.0151
  • 340
  • 330 510
  • 340
RVK: RVK: QK 660 | QH 233 | QK 600LOC classification:
  • HG106
Summary: 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
Holdings
Item type Home library Collection Shelving location Call number Status Barcode
Freihandbestand ausleihbar Bibliothek Campus Süd wirt 3.5 Lesesaal Wirtschaftswissenschaften und Informatik (LSW) 2005 A 11053 Available 47203764090
Freihandbestand ausleihbar Fachbibliothek Mathematik Bibliothek / frei aufgestellt Fin./Vers. / Bha Available 36357166090
Total holds: 0
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