Market Risk Analysis, Practical Financial Econometrics

Autori

• Carol Alexander

Parametri

• 432 pagine
• 16 ore di lettura

• Economia
• Economia e affari
• Finanza
• Saggistica

Maggiori informazioni sul libro

Focusing on econometric techniques essential for finance, this volume by Professor Carol Alexander delves into methods like GARCH, cointegration, and copulas, tailored for market risk analysis. It serves as a comprehensive guide for a one-semester graduate course, presenting concepts alongside empirical examples and Excel illustrations. The critical and selective approach enhances understanding, making complex techniques accessible for students and professionals alike.

Lingua: Inglese

Pubblicato: 2008

(In brossura)