000			01527 a2200217 4500
005			20181210135220.0
008			181210b xxu||||| |||| 00| 0 eng d
020			_a9781107191174
040			_cIIT Kanpur
041			_aeng
082			_a332.0151 _bF212e
100			_aFan, Jianqing
245			_aThe elements of financial econometrics _cJianqing Fan and Qiwei Yao.
260			_aCambridge _bCambridge University Press _c2017
300			_axii, 381p
520			_aFinancial 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			_aFinance -- Econometric models
650			_aCapital assets pricing model
700			_aYao, Qiwei
942			_cBK
999			_c559837 _d559837