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John Wiley & Sons Inc Financial Econometrics : From Basics To Advanced Modeling Techniques by Svetlozar T. Rachev , Stefan Mittnik , Frank J. Fabozzi , Sergio M. Focardi , Teo Ja ic
A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published research provided by investment banking firms and journals. Financial Econometrics clearly explains the techniques presented and provides illustrative examples for the topics discussed. Svetlozar T. Rachev, PhD Karlsruhe, Germany is currently Chair-Professor at the University of Karlsruhe. Stefan Mittnik, PhD Munich, Germany is Professor of Financial Econometrics at the University of Munich. Frank J. Fabozzi, PhD, CFA, CFP New Hope, PA is an adjunct professor of Finance at Yale Universitys School of Management. Sergio M. Focardi Paris, France is a founding partner of the Paris-based consulting firm The Intertek Group.Teo Jasic, PhD, Frankfurt, Germany is a senior manager with a leading international management consultancy firm in Frankfurt.show more