Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

N� de ref. del art�culo 17208090-20

Contactar al vendedor

Denunciar este art�culo

Detalles bibliogr�ficos

T�tulo: Financial Econometrics : From Basics to Advanced Modeling Techniques
Editor: Wiley & Sons, Incorporated, John
Fecha de publicaci�n: 2006
Idioma: Ingl�s
ISBN 10: 0471784508
ISBN 13: 9780471784500
Encuadernaci�n: Encuadernaci�n de tapa dura
Estado: Good
Peso: 1,709 libras

Acerca de

Sinopsis

A comprehensive guide to financial econometrics

Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published research provided by investment banking firms and journals. Financial Econometrics clearly explains the techniques presented and provides illustrative examples for the topics discussed.

Svetlozar T. Rachev, PhD (Karlsruhe, Germany) is currently Chair-Professor at the University of Karlsruhe. Stefan Mittnik, PhD (Munich, Germany) is Professor of Financial Econometrics at the University of Munich. Frank J. Fabozzi, PhD, CFA, CFP (New Hope, PA) is an adjunct professor of Finance at Yale University’s School of Management. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm The Intertek Group. Teo Jasic, PhD, (Frankfurt, Germany) is a senior manager with a leading international management consultancy firm in Frankfurt.

Acerca del autor

Svetlozar (Zari) T. Rachev completed his Ph.D. Degree in 1979 from Moscow State (Lomonosov) University, and his Doctor of Science Degree in 1986 from Steklov Mathematical Institute in Moscow. Currently he is Chair-Professor in Statistics, Econometrics and Mathematical Finance at the University of Karlsruhe in the School of Economics and Business Engineering. He is also Professor Emeritus at the University of California, Santa Barbara in the Department of Statistics and Applied Probability. He has published seven monographs, eight handbooks and special-edited volumes, and over 250 research articles. Professor Rachev is cofounder of Bravo Risk Management Group specializing in financial risk-management software. Bravo Group was recently acquired by FinAnalytica for which he currently serves as Chief-Scientist.

Stefan Mittnik studied at the Technical University Berlin, Germany, the University of Sussex, England, and at Washington University in St. Louis, where he received his doctorate degree in economics. He is now Professor of Financial Econometrics at the University of Munich, Germany, and research director at the Ifo Institute for Economic Research in Munich. Prior to joining the University of Munich he taught at SUNYStony Brook, New York, the University of Kiel, Germany, and held several visiting positions, including that of Fulbright Distinguished Chair at Washington University in St. Louis. His research focuses on financial econometrics, risk management, and portfolio optimization. In addition to purely academic interests, Professor Mittnik directs the risk management program at the Center for Financial Studies in Frankfurt, Germany, and is co-founder of the Institut f�r Quantitative Finanzanalyse (IQF) in Kiel, where he now chairs the scientific advisory board.

Frank J. Fabozzi is an Adjunct Professor of Finance and Becton Fellow in the School of Management at Yale University. Prior to joining the Yale faculty, he was a Visiting Professor of Finance in the Sloan School at MIT. Professor Fabozzi is a Fellow of the International Center for Finance at Yale University and on the Advisory Council for the Department of Operations Research and Financial Engineering at Princeton University. He is the editor of The Journal of Portfolio Management and an associate editor of the The Journal of Fixed Income. He earned a doctorate in economics from the City University of New York in 1972. In 2002 Professor Fabozzi was inducted into the Fixed Income Analysts Society’s Hall of Fame. He earned the designation of Chartered Financial Analyst and Certified Public Accountant. He has authored and edited numerous books in finance.

Sergio Focardi is a partner of The Intertek Group and a member of the Editorial Board of the Journal of Portfolio Management. He is the (co-) author of numerous articles and books on financial modeling and risk management, including the CFA Institute’s recent monograph Trends in Quantitative Finance (co-authors Fabozzi and Kolm) and the award-winning books Financial Modeling of the Equity Market (co-authors Fabozzi and Kolm, Wiley) and The Mathematics of Financial Modeling and Investment Management (co-author Fabozzi, Wiley). Mr. Focardi has implemented long-short portfolio construction applications based on dynamic factor analysis and conducts research in the econometrics of large equity portfolios and the modeling of regime changes. He holds a degree in Electronic Engineering from the University of Genoa and a postgraduate degree in Communications from the Galileo Ferraris Electrotechnical Institute (Turin).

Teo Jasic earned his doctorate (Dr.rer.pol.) in economics from the University of Karlsruhe in 2006. He also holds an MSc degree from the National University of Singapore and a Dipl.-Ing. degree from the University of Zagreb. Currently, he is a Postdoctoral Research Fellow at the Chair ofStatistics, Econometrics and Mathematical Finance at the University of Karlsruhe in the School of Economics and Business Engineering. He is also a senior manager in Financial & Risk Management Group of a leading international management consultancy firm in Frankfurt, Germany. His current professional and research interests are in the areas of asset management, risk management, and financial forecasting. Dr. Jasic has published more than a dozen research papers in internationally refereed journals.

"Sobre este t�tulo" puede pertenecer a otra edici�n de este libro.

Descripci�n de la librer�a

Better World Books is the world?s leading socially conscious online bookseller and has sold over 100 million books. Each sale generates funds for global literacy. We offer low prices, fast shipping, and have a 100% money back guarantee.

Ver la p�gina web de la librer�a

Informaci�n empresarial del vendedor

Better World Books Ltd
Better World Books, Third Floor, One London Square, Cross Lanes, Guildford, GU1 1UN, United Kingdom

Condiciones de venta y env�o

Condiciones de venta

Better World Books (BWB) values your satisfaction and offers you returns within thirty (30) days after the estimated delivery date on most items. All returned items must be in the original condition; used items should include the SKU sticker located on the spine or back of the product.

If you have an incomplete, incorrect, or damaged shipment, please contact our Customer Care team via Abebooks contact seller options before proceeding with the return.Please keep in mind that because we deal mostl...

M�s informaci�n

Derecho a cancelaci�n

Si eres un consumidor puedes cancelar el presente contrato de acuerdo con lo indicado a continuaci�n. Son consumidores las personas f�sicas que act�en con un prop�sito ajeno a su actividad comercial, empresarial, oficio o profesi�n.

Documento de informaci�n al consumidor y usuario sobre el desistimiento

Derecho de desistimiento:

Tiene derecho a cancelar este contrato en un plazo de 14 d�as por cualquier motivo.

El plazo de desistimiento expirar� a los 14 d�as naturales del d�a en que t� o un tercero que hayas indicado, distinto del transportista, adquiera la posesi�n material del �ltimo bien, componente o pieza.

Para ejercer el derecho de desistimiento, deber�s notificarnos a Better World Books Ltd, Better World Books Ltd, Unit 10, Castle Industrial Est., Queensferry Road, KY11 8NT, Dunfermline, United Kingdom, de tu decisi�n de desistir del contrato a trav�s de una declaraci�n inequ�voca (por ejemplo, una carta enviada por correo postal, fax o correo electr�nico). Podr�s utilizar el modelo de formulario de desistimiento que figura a continuaci�n, aunque su uso no es obligatorio. Tienes asimismo la opci�n de cumplimentar y enviar electr�nicamente el modelo de formulario de desistimiento o cualquier otra declaraci�n inequ�voca a trav�s de nuestro sitio web a "Mis pedidos" en "Mi cuenta". Si recurres a esta opci�n, te comunicaremos sin demora en un soporte duradero (por ejemplo, por correo electr�nico) la recepci�n de dicho desistimiento.

Para cumplir el plazo de desistimiento, basta con que la comunicaci�n relativa al ejercicio por tu parte de este derecho sea enviada antes de que venza el plazo correspondiente.

Consecuencias del desistimiento:

En caso de desistimiento por tu parte, te devolveremos todos los pagos recibidos de ti, incluidos los gastos de entrega (con la excepci�n de los gastos adicionales resultantes de la elecci�n por tu parte de una modalidad de entrega diferente a la modalidad menos costosa de entrega ordinaria que ofrezcamos) sin ninguna demora indebida y, en todo caso, a m�s tardar 14 d�as naturales a partir de la fecha en la que se nos informes de tu decisi�n de desistir del presente contrato. Procederemos a efectuar dicho reembolso utilizando el mismo medio de pago empleado por ti para la transacci�n inicial, a no ser que hayas dispuesto expresamente lo contrario; en todo caso, no incurrir�s en ning�n gasto como consecuencia del reembolso.

Podremos retenerte el reembolso hasta haber recibido los bienes, o hasta que hayas presentado una prueba de la devoluci�n de los mismos, seg�n qu� condici�n se cumpla primero. Deber�s devolvernos o entregarnos directamente los bienes a Better World Books Ltd, Better World Books, Unit 10 Castle Industrial Est., Queensferry Road, KY11 8NT, Dunfermline, United Kingdom, sin ninguna demora indebida y, en cualquier caso, a m�s tardar en el plazo de 14 d�as naturales a partir de la fecha en que nos comuniques tu decisi�n de desistimiento del contrato. Se considerar� cumplido el plazo si efect�as la devoluci�n de los bienes antes de que haya concluido dicho plazo. Deber�s asumir el coste directo de devoluci�n de los bienes. Solo ser�s responsable de la disminuci�n de valor de los bienes resultante de una manipulaci�n distinta a la necesaria para establecer la naturaleza, las caracter�sticas y el funcionamiento de los bienes.

Excepciones al derecho de desistimiento:

La entrega de peri�dicos, publicaciones especializadas o revistas con la excepci�n de contratos de suscripci�n; y
La entrega de contenido digital (incluyendo apps, MP3, etc.) que no hubiera sido entregado en un medio tangible (por ejemplo: CD o DVD), si al realizar tu pedido has aceptado que podemos proceder al env�o del producto y que no resulta posible su cancelaci�n una vez comienza la entrega.

Modelo de formulario de desistimiento

(S�lo debe cumplimentar y enviar el presente formulario si desea desistir del contrato)

A la atenci�n de: (Better World Books Ltd, Better World Books Ltd, Unit 10, Castle Industrial Est., Queensferry Road, KY11 8NT, Dunfermline, United Kingdom)

Por la presente le comunico/comunicamos* que desisto de mi/desistimos de nuestro* contrato de venta del siguiente bien/prestaci�n del siguiente servicio*

Pedido el/recibido el*:

Nombre del consumidor y usuario o de los consumidores y usuarios:

Domicilio del consumidor y usuario o de los consumidores y usuarios:

Firma del consumidor y usuario o de los consumidores y usuarios (solo si el presente formulario se presenta en papel):

Fecha:

* Eliminar en su caso

Condiciones de env�o

Please allow 1-2 business days for order fulfillment.

Tarifas de env�o de Reino Unido a Estados Unidos de America

Tarifas de env�o de Reino Unido a Estados Unidos de America
Cantidad del pedido	De 11 a 28 d�as h�biles	De 11 a 28 d�as h�biles
Primer art�culo	EUR 5.80	EUR 5.80

Los plazos de entrega los establecen los vendedores y var�an seg�n el transportista y la ubicaci�n. Los pedidos que pasan por la aduana pueden sufrir retrasos y los compradores son responsables de los aranceles o tarifas asociadas. Los vendedores pueden ponerse en contacto con usted en relaci�n con cargos adicionales para cubrir cualquier aumento en los costes de env�o de los art�culos.