| Title | : | Financial Econometrics, Mathematics and Statistics |
|---|---|---|
| Author | : | Cheng-Few Lee, Hongyi Chen & John Lee |
| Release | : | 2019-06-03 |
| Kind | : | ebook |
| Genre | : | Economics, Books, Business & Personal Finance, Science & Nature, Mathematics |
| Size | : | 54787470 |
| This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics illustrates tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research. Divided into four parts, the text offers insight into the following models and topics, among others: • Multiple linear regression • Time-series analysis • Option pricing models • Risk management • Heteroskedasticity • Itô’s Calculus • Spurious regression • Errors-in-variable Written by leading academics in the quantitative finance field, this book allows readers to implement the principles behind financial econometrics and statistics through real-world applications and problem sets. It will appeal to a less-served market of advanced students and scholars in finance, economics, accounting, and statistics. |
