Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures 1st ed. 2011 edition

Name: Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
Price: 1029 NOK
Availability: OutOfStock

Pris

NOK 1.029

Bestillingsvarer

Forventes levert 8. - 16. okt

Kundene våre sier:

Top-vurdering på Google Reviews, baseret på tusinder af anmeldelser.

14 dages returrett

Toppvurdering på Trustpilot

Legg til iMusic ønskeliste

eller

Ikke vurdert ennå

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

1st ed. 2011 edition

This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.

257 pages, XXII, 257 p.

Media	Bøker Pocketbok (Bok med mykt omslag og limt rygg)
Utgitt	2011
ISBN13	9781349328901
Utgivere	Palgrave Macmillan
Antall sider	257
Mål	150 × 220 × 10 mm · 412 g
Språk	Engelsk
Redaktør	Gregoriou, G.
Redaktør	Pascalau, R.