9780470998014 - practical financial econometrics di alexander, carol (27 risultati)
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hardcover. Condizione: Good.
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hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.
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EUR 22,29
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hardcover. Condizione: Good. Book and unused CD. Book is in excellent condition, text is unmarked and pages are tight. No dust jacket.
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Da: Anybook.com, Lincoln, Regno UnitoAnybook.com
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EUR 33,03
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Condizione: Poor. Volume 2. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the a…ctual item,950grams, ISBN:9780470998014.
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Da: WorldofBooks, Goring-By-Sea, Regno UnitoWorldofBooks
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EUR 44,58
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Hardback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
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Da: Anybook.com, Lincoln, Regno UnitoAnybook.com
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EUR 41,87
EUR 15,73 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Condizione: Good. Volume 2. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:97804709…98014.
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Da: Anybook.com, Lincoln, Regno UnitoAnybook.com
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EUR 53,03
EUR 15,73 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780470998014.
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Da: PBShop.store UK, Fairford, Regno UnitoPBShop.store UK
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EUR 63,88
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UNK. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Da: GreatBookPrices, Columbia, U.S.A.GreatBookPrices
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EUR 69,31
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Condizione: As New. Unread book in perfect condition.
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Da: GreatBookPrices, Columbia, U.S.A.GreatBookPrices
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EUR 70,45
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Condizione: New.
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Da: Brook Bookstore On Demand, Napoli, ItaliaBrook Bookstore On Demand
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Condizione: new.
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Da: Rarewaves.com USA, London, Regno UnitoRarewaves.com USA
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EUR 75,42
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Mixed Media Product. Condizione: New. Volume II. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition,…emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM. Empirical examples and case studies specific to this volume include: Factor analysis with orthogonal regressions and using principal component factors;Estimation of symmetric and asymmetric, normal and Student t GARCH and E-GARCH parameters;Normal, Student t, Gumbel, Clayton, normal mixture copula densities, and simulations from these copulas with application to VaR and portfolio optimization;Principal component analysis of yield curves with applications to portfolio immunization and asset/liability management;Simulation of normal mixture and Markov switching GARCH returns;Cointegration based index tracking and pairs trading, with error correction and impulse response modelling;Markov switching regression models (Eviews code);GARCH term structure forecasting with volatility targeting;Non-linear quantile regressions with applications to hedging.
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Da: INDOO, Avenel, U.S.A.INDOO
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EUR 79,51
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Condizione: New. Brand New.
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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EUR 63,87
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Condizione: New.
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Da: Grand Eagle Retail, Bensenville, U.S.A.Grand Eagle Retail
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EUR 86,30
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Hardcover. Condizione: new. Hardcover. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasisin…g the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM. Empirical examples and case studies specific to this volume include: Factor analysis with orthogonal regressions and using principal component factors;Estimation of symmetric and asymmetric, normal and Student t GARCH and E-GARCH parameters;Normal, Student t, Gumbel, Clayton, normal mixture copula densities, and simulations from these copulas with application to VaR and portfolio optimization;Principal component analysis of yield curves with applications to portfolio immunization and asset/liability management;Simulation of normal mixture and Markov switching GARCH returns;Cointegration based index tracking and pairs trading, with error correction and impulse response modelling;Markov switching regression models (Eviews code);GARCH term structure forecasting with volatility targeting;Non-linear quantile regressions with applications to hedging. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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EUR 69,46
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Condizione: As New. Unread book in perfect condition.
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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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EUR 83,11
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Condizione: New. pp. 426.
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, IrlandaKennys Bookshop and Art Galleries Ltd.
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Condizione: New. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. Series: Wiley Finance Series. Num Pages: 426 pages, colour illustrations, black & white tables, figures, charts, graphs. BIC Classification: KFFM. Categ…ory: (P) Professional & Vocational. Dimension: 259 x 177 x 29. Weight in Grams: 930. . 2008. Volume II. Hardcover. . . . .
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Da: THE SAINT BOOKSTORE, Southport, Regno UnitoTHE SAINT BOOKSTORE
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EUR 74,90
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Hardback. Condizione: New. New copy - Usually dispatched within 4 working days.
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 87,53
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Hardcover. Condizione: Brand New. illustrated edition. 426 pages. 10.00x7.00x1.25 inches. In Stock.
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Da: Books Puddle, New York, U.S.A.Books Puddle
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Condizione: New. pp. 426.
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Da: Kennys Bookstore, Olney, U.S.A.Kennys Bookstore
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EUR 105,37
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Condizione: New. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. Series: Wiley Finance Series. Num Pages: 426 pages, colour illustrations, black & white tables, figures, charts, graphs. BIC Classification: KFFM. Categ…ory: (P) Professional & Vocational. Dimension: 259 x 177 x 29. Weight in Grams: 930. . 2008. Volume II. Hardcover. . . . . Books ship from the US and Ireland.
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Da: Ubiquity Trade, Miami, U.S.A.Ubiquity Trade
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Condizione: New. Brand new! Please provide a physical shipping address.
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Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
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EUR 79,20
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Hardcover. Condizione: new. Hardcover. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasisin…g the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM. Empirical examples and case studies specific to this volume include: Factor analysis with orthogonal regressions and using principal component factors;Estimation of symmetric and asymmetric, normal and Student t GARCH and E-GARCH parameters;Normal, Student t, Gumbel, Clayton, normal mixture copula densities, and simulations from these copulas with application to VaR and portfolio optimization;Principal component analysis of yield curves with applications to portfolio immunization and asset/liability management;Simulation of normal mixture and Markov switching GARCH returns;Cointegration based index tracking and pairs trading, with error correction and impulse response modelling;Markov switching regression models (Eviews code);GARCH term structure forecasting with volatility targeting;Non-linear quantile regressions with applications to hedging. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 70,08
EUR 75,18 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Mixed Media Product. Condizione: New. Volume II. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition,…emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM. Empirical examples and case studies specific to this volume include: Factor analysis with orthogonal regressions and using principal component factors;Estimation of symmetric and asymmetric, normal and Student t GARCH and E-GARCH parameters;Normal, Student t, Gumbel, Clayton, normal mixture copula densities, and simulations from these copulas with application to VaR and portfolio optimization;Principal component analysis of yield curves with applications to portfolio immunization and asset/liability management;Simulation of normal mixture and Markov switching GARCH returns;Cointegration based index tracking and pairs trading, with error correction and impulse response modelling;Markov switching regression models (Eviews code);GARCH term structure forecasting with volatility targeting;Non-linear quantile regressions with applications to hedging.
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Da: AussieBookSeller, Truganina, AustraliaAussieBookSeller
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EUR 130,97
EUR 32,09 spedizioneSpedito da Australia a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: new. Hardcover. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasisin…g the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM. Empirical examples and case studies specific to this volume include: Factor analysis with orthogonal regressions and using principal component factors;Estimation of symmetric and asymmetric, normal and Student t GARCH and E-GARCH parameters;Normal, Student t, Gumbel, Clayton, normal mixture copula densities, and simulations from these copulas with application to VaR and portfolio optimization;Principal component analysis of yield curves with applications to portfolio immunization and asset/liability management;Simulation of normal mixture and Markov switching GARCH returns;Cointegration based index tracking and pairs trading, with error correction and impulse response modelling;Markov switching regression models (Eviews code);GARCH term structure forecasting with volatility targeting;Non-linear quantile regressions with applications to hedging. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Da: GoldBooks, Denver, U.S.A.GoldBooks
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EUR 173,91
EUR 4,77 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
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