Item description for Empirical Techniques in Finance (Springer Finance) by Ramaprasad Bhar...
The rapid advances in financial technology in the past decade have led to a commensurate increase in sophistication for modelling techniques needed by the researchers for the understanding of financial markets. The book aims at equipping graduate students, market analysts and others with a wide range of empirical techniques. It not only discusses the analytical structures behind such modelling approaches, but also explains how they are applied to actual data. Besides traditional elements of financial econometrics and statistical techniques commonly used in quantitative finance, the book covers: estimation of parametric and non-parametric models; advanced tools to deal with unobserved components; discrete time models of asset prices and of interest rates. Illustrations include speculative equity prices, equity and currency risk premium as well as real investment opportunity analysis and interest rate contingent claim valuation.
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Est. Packaging Dimensions: Length: 9.45" Width: 6.3" Height: 0.79" Weight: 1.05 lbs.
Release Date Aug 5, 2005
ISBN 3540251235 ISBN13 9783540251231
Availability 95 units. Availability accurate as of Jan 16, 2017 11:52.
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More About Ramaprasad Bhar
Bhar is an Associate Professor in the School of Banking and Finance at The University of New South Wales in Australia.
Reviews - What do customers think about Empirical Techniques in Finance (Springer Finance)?
A catalog not a textbook Jan 30, 2007
I am dissapointed; this textbook is really a catalog of methods that are available in empirical finance. It's useful to have them all listed and described in one slim volume, but it does not qualify as a textbook. You cannot learn from this. Instead, try Ruey Tsay's expensive but brilliant text on financial time series, suitable for Masters, possibly advanced undergraduates, but useful for PhDs too.