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Empirical Techniques in Finance

Bhar, Ramaprasad ; Hamori, Shigeyuki

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Título:
Empirical Techniques in Finance
Autor: Bhar, Ramaprasad ; Hamori, Shigeyuki
Assuntos: Empirical tests ; Finance ; Financial engineering ; Investment analysis ; Investments ; Mathematical finance ; Mathematical models
Notas: SourceType-Books-1
ObjectType-Book-1
content type line 7
Descrição: 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.
Títulos relacionados: Springer Finance
Editor: Berlin, Heidelberg: Springer-Verlag
Data de criação/publicação: 2005
Formato: 246
Idioma: Inglês

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