Statistics, Finance - General & Miscellaneous, Mathematical Modeling - Business, Mathematics - Applied, Securities - General & Miscellaneous
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Booknews
These 23 contributions apply a wide range of statistical and probabilistic methods to a variety of financial methods. Topics include asset pricing, econometric and financial models of the term structures of interest rates, various aspects of volatility, problems of prediction, alternative probabilistic models and specialized statistical methods in finance, the testing of option pricing models and of portfolio efficiency, and market microstructure. Designed to serve as a source reference and teaching supplement to courses in empirical finance. Annotation c. by Book News, Inc., Portland, Or.Book Details
Published
December 1, 1996
Publisher
Butterworth-Heinemann
Pages
752
Format
Hardcover
ISBN
9780444819642