000 -LEADER |
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01527 a2200217 4500 |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20181210135220.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
181210b xxu||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
ISBN |
9781107191174 |
040 ## - CATALOGING SOURCE |
Transcribing agency |
IIT Kanpur |
041 ## - LANGUAGE CODE |
Language code of text/sound track or separate title |
eng |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.0151 |
Item number |
F212e |
100 ## - MAIN ENTRY--AUTHOR NAME |
Personal name |
Fan, Jianqing |
245 ## - TITLE STATEMENT |
Title |
The elements of financial econometrics |
Statement of responsibility, etc |
Jianqing Fan and Qiwei Yao. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Place of publication |
Cambridge |
Name of publisher |
Cambridge University Press |
Year of publication |
2017 |
300 ## - PHYSICAL DESCRIPTION |
Number of Pages |
xii, 381p |
520 ## - SUMMARY, ETC. |
Summary, etc |
Financial econometrics is an interdisciplinary subject that uses statistical methods and economic theory to address a variety of quantitative problems in finance. This compact, master's-level textbook focuses on methodology and includes real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail. Wherever possible, the authors indicate where to find the relevant R codes to implement the various methods. This book grew out of a course at Princeton University which is one of the world's flagship programs in computational finance and financial engineering. It will therefore be useful for those with an economics and finance background who are looking to sharpen their quantitative skills, and also for those with strong quantitative skills who want to learn how to apply them to finance |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical Term |
Finance -- Econometric models |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical Term |
Capital assets pricing model |
700 ## - ADDED ENTRY--PERSONAL NAME |
Personal name |
Yao, Qiwei |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Koha item type |
Books |