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Financial econometrics : models and methods

By: Linton, Oliver.
Publisher: Cambridge Cambridge University Press 2019Description: xxvii, 555p.ISBN: 9781316630334.Subject(s): Finance -- Mathematical models | EconometricsDDC classification: 332.015195 | L658f Summary: This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood.
List(s) this item appears in: New arrival November 4 to 10, 2019
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Item type Current location Collection Call number Status Date due Barcode Item holds
Books Books P K Kelkar Library, IIT Kanpur
General Stacks 332.015195 L658f (Browse shelf) Checked out to Bikramaditya Datta (E0587700) 06/04/2021 A184954
Total holds: 0

This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood.

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