Read Financial Econometric Basics: Concepts and Real-World Applications

Financial Econometric Basics: Concepts and Real-World Applications

Frank J. Fabozzi

4.9/5 (33148 ratings)

Description:With the growth in quantitative finance, financial econometrics has emerged as vitally important field, providing the analytical models to address complex financial product structures, valuation, and risk assessment. "Financial Econometric Basics" covers the commonly used techniques in the field without using unnecessary mathematical/statistical analysis. The focus will be on the basic ideas and how they are applied. Topics covered include: regression models, factor analysis, volatility estimations, and time series techniques. In addition, an associated website will contain a number of real-world case studies, in areas such as event studies; credit scoring; hedging fixed income and equity portfolios and style analysis. The book is geared to practitioners and finance students who need to be conversant in these topics by do not have advanced mathematical training.TABLE OF CONTENTS1. Introduction2. Review of Probability Theory3. Review of Statistics4. Linear Dependency Measures5. Simple Linear Regression6. Introduction to Time Series7. Multivariate Linear Regression Model8. Testing the Assumptions of the Multivariate Linear Regression Model9. Regression Topics: Quantile Regressions, CART, Logistic Regressions10. Factor Analysis and Principal Component Analysis11. Estimating Volatility (ARCH and its Variants)12. Time Series Techniques (ARMA et al)13. Model Selection14. Model RiskWe have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Financial Econometric Basics: Concepts and Real-World Applications. To get started finding Financial Econometric Basics: Concepts and Real-World Applications, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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ISBN: 1118727231

Description: With the growth in quantitative finance, financial econometrics has emerged as vitally important field, providing the analytical models to address complex financial product structures, valuation, and risk assessment. "Financial Econometric Basics" covers the commonly used techniques in the field without using unnecessary mathematical/statistical analysis. The focus will be on the basic ideas and how they are applied. Topics covered include: regression models, factor analysis, volatility estimations, and time series techniques. In addition, an associated website will contain a number of real-world case studies, in areas such as event studies; credit scoring; hedging fixed income and equity portfolios and style analysis. The book is geared to practitioners and finance students who need to be conversant in these topics by do not have advanced mathematical training.TABLE OF CONTENTS1. Introduction2. Review of Probability Theory3. Review of Statistics4. Linear Dependency Measures5. Simple Linear Regression6. Introduction to Time Series7. Multivariate Linear Regression Model8. Testing the Assumptions of the Multivariate Linear Regression Model9. Regression Topics: Quantile Regressions, CART, Logistic Regressions10. Factor Analysis and Principal Component Analysis11. Estimating Volatility (ARCH and its Variants)12. Time Series Techniques (ARMA et al)13. Model Selection14. Model RiskWe have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Financial Econometric Basics: Concepts and Real-World Applications. To get started finding Financial Econometric Basics: Concepts and Real-World Applications, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Financial Econometric Basics: Concepts and Real-World Applications

Financial Econometric Basics: Concepts and Real-World Applications

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