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Empirical Finance for Finance and Banking


  2012 MAY 11 - (VerticalNews.com) -- Dublin - Research and Markets (http://www.researchandmarkets.com/research/2hkhfm/empirical_finance) has announced the addition of John Wiley and Sons Ltd's new book "Empirical Finance for Finance and Banking" to their offering.

  Empirical Finance for Finance and Banking provides the student with a relatively non-technical guide to some of the key topics in finance where empirical methods play an important role Written for students taking Master's degrees in finance and banking, it is also suitable for students and researchers in other areas, including economics.

  The first three introductory chapters outline the structure of the book and review econometric and statistical techniques, while the remaining chapters discuss various topics, including: portfolio theory and asset allocation, asset pricing and factor models, market efficiency, modelling and forecasting exchange and interest rates and Value at Risk. Understanding these topics and the methods covered will be helpful for students interested in working as analysts and researchers in financial institutions.

  Designed for students with limited previous experience of econometrics, statistics or advanced financial theory, the text is written in an easy-to-read style. It features empirical examples at the end of each chapter to demonstrate the empirical methods and theory discussed and uses MATLAB for all calculations. Hallmark Features: - Designed for students with limited previous experience of econometrics, statistics or advanced financial theory

  - Written in an easy-to-read style

  - Features empirical examples at the end of each chapter to demonstrate the empirical methods and theory discussed and uses MATLAB for all calculations

  - Includes a guide to answering end of chapter questions and relevant computer programs on the book's companion website Key Topics Covered: - Preface xii

  - Chapter 1 Introduction

  - Chapter 2 Random Variables and Random Processes

  - Chapter 3 Regression and Volatility

  - Chapter 4 Portfolio Theory and Asset Allocation

  - Chapter 5 Asset Pricing Models and Factor Models

  - Chapter 6 Market Efficiency

  - Chapter 7 Modelling and Forecasting Exchange Rates

  - Chapter 8 Modelling and Forecasting Interest Rates

  - Chapter 9 Market Risk Management

  - Appendix Statistical Tables

  - Index

  For more information visit http://www.researchandmarkets.com/research/2hkhfm/empirical_finance Source: John Wiley and Sons Ltd

  Keywords: Finance and Financials, Investing and Investments.

  This article was prepared by VerticalNews Economics editors from staff and other reports. Copyright 2012, VerticalNews Economics via VerticalNews.com.

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