The Econometrics of Financial Markets
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About The Book

The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum
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Details

ISBN 13
:
9780691043012
Publication Date
:
29-12-1996
Pages
:
632
Weight
:
35 grams
Dimensions
:
152.4x234.95x37.57 mm
Imprint
:
Princeton University Press
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