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About this product
- DescriptionAn accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance.
- Author BiographyFRANK J. FABOZZI is Professor of Finance at EDHEC Business School and Editor of the Journal of Portfolio Management. SERGIO M. FOCARDI is Visiting Professor of Finance at Stony Brook University and a founding partner of the Paris-based consulting firm The Intertek Group. SVETLOZAR T. RACHEV is Professor of Finance, College of Business and Center for Finance, Stony Brook University, and Chief-Scientist with FinAnalytica. BALA G. ARSHANAPALLI is the Gallagher-Mills Chair of Business and Economics at Indiana University Northwest.
- Author(s)Bala G. Arshanapalli,Frank J. Fabozzi,Markus Hoechstoetter,Sergio M. Focardi,Svetlozar T. Rachev
- PublisherJohn Wiley & Sons Inc
- Date of Publication29/04/2014
- GenreFinance & Accounting
- Series TitleFrank J. Fabozzi Series
- Place of PublicationNew York
- Country of PublicationUnited States
- ImprintJohn Wiley & Sons Inc
- Content Noteblack & white tables, figures
- Weight690 g
- Width165 mm
- Height235 mm
- Spine35 mm
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