Financial Econometrics, Mathematics and Statistics Theory, Method and Application

You must be logged in to access this title.

Sign up now

Already a member? Log in

Synopsis

This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics introduces tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research.

Divided into four parts, the text begins with topics related to regression and financial econometrics. Subsequent sections describe time-series analyses; the role of binomial, multi-nomial, and log normal distributions in option pricing models; and the application of statistics analyses to risk management. The real-world applications and problems offer students a unique insight into such topics as heteroskedasticity, regression, simultaneous equation models, panel data analysis, time series analysis, and generalized method of moments.

Written by leading academics in the quantitative finance field, allows readers to implement the principles behind financial econometrics and statistics through real-world applications and problem sets. This textbook will appeal to a less-served market of upper-undergraduate and graduate students in finance, economics, and statistics. ​

Book details

Edition:
1st ed. 2019
Author:
Cheng-Few Lee, Hong-Yi Chen, John Lee
ISBN:
9781493994298
Related ISBNs:
9781493994274
Publisher:
Springer New York
Pages:
N/A
Reading age:
Not specified
Includes images:
Yes
Date of addition:
2019-07-12
Usage restrictions:
Copyright
Copyright date:
2019
Copyright by:
Springer Science+Business Media, LLC 
Adult content:
No
Language:
English
Categories:
Business and Finance, Mathematics and Statistics, Nonfiction