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Book Cover
E-book
Author Bhar, Ramaprasad

Title Empirical techniques in finance / Ramaprasad Bhar, Shigeyuki Hamori
Published Berlin ; New York : Springer Heidelberg, ©2005

Copies

Description 1 online resource (xii, 241 pages) : illustrations
Series Springer finance
Springer finance.
Contents Introduction; Basic Probability Theory and Markov Chains; Estimation Techniques; Non-Parametric Method of Estimation; Unit Root, Cointegration and Related Issues; VAR Modeling; Time Varying Volatility Models; State-Space Models (I); State-Space Models (II); Discrete Time Real Asset Valuation Model; Discrete Time Model of Interest Rate; Global Bubbles in Stock Markets and Linkages; Forward FX Market and the Risk Premium; Equity Risk Premia from Derivative Prices
Summary This book offers advanced modelling techniques to analyse financial and economic systems, emphasizing model implementation using commonly used software systems. It shows readers how to explore complex structures without getting inundated with the underlying mathematics
Bibliography Includes bibliographical references and index
Notes English
Print version record
In Springer e-books
Subject Finance -- Mathematical models.
Investments -- Mathematical models.
BUSINESS & ECONOMICS -- Finance.
Investments -- Mathematical models.
Financiering.
Econometrische modellen.
Finance -- Mathematical models.
Affaires.
Science économique.
Economie de l'entreprise.
Finance -- Mathematical models.
Investments -- Mathematical models.
Financiering.
Econometrische modellen.
Genre/Form Electronic books
Form Electronic book
Author Hamori, Shigeyuki, 1959-
ISBN 3540251235
9783540251231
3540276424
9783540276425
9786610412976
6610412979
1280412976
9781280412974