株式会社極東書店トップ ＞ 商品一覧 ＞ Empirical Techniques in Finance.
商品詳細
解説
Besides traditional elements of financial econometrics and statistical techniques commonly used in quantitative finance, the book covers: estimation of parametric and non-parametric models; advanced tools to deal with unobserved components; discrete time models of asset prices and of interest rates