Financial Econometrics, Mathematics and Statistics Theory, Method and Application

<p>This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. <i>Financial Econometrics, Mathematics, and Statistics</i><i> </i>introduces tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research. </p> <p>Divided into four parts, the text begins with topics related to regression and financial econometrics. Subsequent sections describe time-series analyses; the role of binomial, multi-nomial, and log normal distributions in option pricing models; and the application of statistics analyses to risk management. The real-world applications and problems offer students a unique insight into such topics as heteroskedasticity, regression, simultaneous equation models, panel data analysis, time series analysis, and generalized method of moments. </p> <p>Written by leading academics in the quantitative finance field, allows readers to implement the principles behind financial econometrics and statistics through real-world applications and problem sets. This textbook will appeal to a less-served market of upper-undergraduate and graduate students in finance, economics, and statistics. ​</p><br><br><p></p>