Financial Econometrics, Mathematics and Statistics : Theory, Method and Application /
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 illustrates tools and methods important for both finance and accounting that assist...
محفوظ في:
| المؤلفون الرئيسيون: | , , |
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| الوثيقة: | كتاب إلكتروني |
| اللغة: | English |
| منشور في: |
New York, NY :
Springer New York : Imprint: Springer,
2019.
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| الطبعة: | 1st ed. 2019. |
| الموضوعات: | |
| الوصول للمادة أونلاين: | https://library.sama.gov.sa/cgi-bin/koha/opac-retrieve-file.pl?id=fb08ca00cd4efbfebc297cfda035b3e6 |
| الوسوم: |
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جدول المحتويات:
- Introduction to Financial Econometrics and Statistics
- Part A: Regression and Financial Econometrics
- Multiple Linear Regression
- Other Topics in Applied Regression Analysis.-Simultaneous Equation Models.-Econometric Approach to Financial Analysis, Planning, and Forecasting
- Fixed Effect vs Random Effect in Finance Research
- Alternative Methods to Deal with Measurement Error.-Three Alternative Errors-in-Variables Estimation Methods in Testing Capital Asset Pricing Model
- Spurious Regression and Data Mining in Conditional Asset Pricing Models.-Time-Series Analysis and Its Applications.-Time-Series: Analysis, Model, and Forecasting.-Hedge Ratio and Time-Series Analysis
- The Binomial, Multi-Nominal Distributions and Option Pricing Model
- Two Alternative Binomial Option Pricing Model Approaches to Derive Black-Scholes Option Pricing Model.-Normal, Lognormal Distribution, and Option Pricing Model.-Copula, Correlated Defaults, and Credit VaR.-Multivariate Analysis: Discriminant Analysis and Factor Analysis.-Stochastic Volatility Option Pricing Models
- Alternative Method to Estimate Implied Variance: Review and Comparison
- Numerical Valuation of Asian Options with Higher Moments in the Underlying Distribution.-Itô's Calculus: Derivation of the Black-Scholes Option Pricing Model.-Alternative Methods to Derive Option Pricing Models.-Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation
- Option Pricing and Hedging Performance under Stochastic Volatility and Stochastic Interest Rates.-Non-Parametric Method for European Option Bounds.