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Market Risk Analysis, Practical Financial Econometrics

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Pages
432 pages
Reading time
16 hours

More about the book

Focusing on econometric techniques essential for finance, this volume by Professor Carol Alexander delves into methods like GARCH, cointegration, and copulas, tailored for market risk analysis. It serves as a comprehensive guide for a one-semester graduate course, presenting concepts alongside empirical examples and Excel illustrations. The critical and selective approach enhances understanding, making complex techniques accessible for students and professionals alike.

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Market Risk Analysis, Practical Financial Econometrics, Carol Alexander

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Released
2008
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