{"product_id":"9781118573204","title":"The Basics of Financial Econometrics Tools, Concepts, and Asset Management Applications","description":"\u003ch3\u003eFrank J. Fabozzi Series\u003c\/h3\u003e\u003ch1\u003eThe Basics of Financial Econometrics\u003c\/h1\u003e\u003ch2\u003eTools, Concepts, and Asset Management Applications\u003c\/h2\u003e\u003ch3\u003eFrank J. Fabozzi | Sergio M. Focardi | Svetlozar T. Rachev | Bala G. Arshanapalli | Markus Hoechstoetter\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eBusiness \u0026amp; Economics \/ Finance \/ General\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003cb\u003eAn accessible guide to the growing field of financial econometrics\u003c\/b\u003e \u003cp\u003eAs 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. The techniques of financial econometrics facilitate the development and management of new financial instruments by providing models for pricing and risk assessment. In short, financial econometrics is an indispensable component to modern finance.\u003c\/p\u003e \u003cp\u003e\u003ci\u003eThe Basics of Financial Econometrics \u003c\/i\u003ecovers the commonly used techniques in the field without using unnecessary mathematical\/statistical analysis. It focuses on foundational ideas and how they are applied. Topics covered include: regression models, factor analysis, volatility estimations, and time series techniques. \u003c\/p\u003e \u003cul\u003e \u003cli\u003eCovers the basics of financial econometrics—an important topic in quantitative finance\u003c\/li\u003e \u003cli\u003eContains several chapters on topics typically not covered even in basic books on econometrics such as model selection, model risk, and mitigating model risk\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eGeared towards both practitioners and finance students who need to understand this dynamic discipline, but may not have advanced mathematical training, this book is a valuable resource on a topic of growing importance.\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e   \u003cp\u003e\u003cb\u003eFRANK J. FABOZZI\u003c\/b\u003e is Professor of Finance at EDHEC Business School and Editor of the \u003ci\u003eJournal of Portfolio Management\u003c\/i\u003e.  \u003c\/p\u003e\n\u003cp\u003e\u003cb\u003eSERGIO M. FOCARDI\u003c\/b\u003e is Visiting Professor of Finance at Stony Brook University and a founding partner of the Paris-based consulting firm The Intertek Group.  \u003c\/p\u003e\n\u003cp\u003e\u003cb\u003eSVETLOZAR T. RACHEV\u003c\/b\u003e is Professor of Finance, College of Business and Center for Finance, Stony Brook University, and Chief-Scientist with FinAnalytica.  \u003c\/p\u003e\n\u003cp\u003e\u003cb\u003eBALA G. ARSHANAPALLI\u003c\/b\u003e is the Gallagher-Mills Chair of Business and Economics at Indiana University Northwest.  \u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e24 March 2014\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9781118573204\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e448\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e24.16\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44310879469708,"sku":"9781118573204","price":121.5,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781118573204_91a41146-ea51-4a38-8877-35a467995709.jpg?v=1780204810","url":"https:\/\/lateknightbooks.com\/products\/9781118573204","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}