THE BASEL II RISK PARAMETERS: ESTIMATION, VALIDATION, AND STRESS TESTING
In the last decade the banking industry has experienced a significant development in the understanding of credit risk. Refined methods were proposed concerning the estimation of key risk parameters…
- Edition
- 1st. ed.
- Call Number
- 658.155 ENG t
THE KALMAN FILTER IN FINANCE: STUDIES IN OPERATIONAL REGIONAL SCIENCE
A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this co…
- Edition
- -
- Call Number
- 330.015195 WEL k
FINANCIAL VALUATION AND ECONOMETRICS
This book is an introduction to financial valuation and financial data analyses using econometric methods. It is intended for advanced finance undergraduates and graduates. Most chapters in the boo…
- Edition
- -
- Call Number
- 332.0151 LIM f
INTRODUCTORY ECONOMICS FOR FINANCE
This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: ¢ Thoroughly revised and updated, including two new cha…
- Edition
- 2nd. ed.
- Call Number
- 332.01 BRO i 2nd
ECONOMETRIC ANALYSIS OF PANEL DATA
This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book i…
- Edition
- 3rd Edition
- Call Number
- 330.01 BAL e 3rd
CONTRIBUTIONS TO OPERATIONS RESEARCH AND ECONOMICS: THE TWENTIETH ANNIVERSARY…
The contents of the book are I. GAME THEORY AND MATHEMATICAL ECONOMICS 1. CORE as a Macrocosm of Game-Theoretic Research, 1967-1987 by Robert J. Aumann 2. Information, Incentives, and General …
- Edition
- -
- Call Number
- 330.011 COR c
INTRODUCTORY ECONOMETRICS WITH APPLICATIONS
Offers an ideal combination of econometric theory and hands-on practical training for undergraduate and graduate courses. The authors ambition is to provide realistic applications without sacrifici…
- Edition
- -
- Call Number
- 330.0151 RAM i
ECONOMETRICS: INTERNATIONAL EDITION
This volume serves as a source, reference and teaching supplement in econometrics, the branch of economics which is concerned with statistical methods applied to the empirical study of economic rel…
- Edition
- -
- Call Number
- 330.0182 MAD e
INTRODUCTORY ECONOMETRICS: A MODERN APPROACH
Wooldridge uses a systematic approach motivated by the major problems facing applied researchers. This text provides important understanding for empirical work in many social sciences, as well as f…
- Edition
- 6th. ed.
- Call Number
- 330.015195 WOO i 6th
INTRODUCTORY ECONOMETRICS: A MODERN APPROACH
Wooldridge uses a systematic approach motivated by the major problems facing applied researchers. This text provides important understanding for empirical work in many social sciences, as well as f…
- Edition
- 2nd. ed.
- Call Number
- 330.015195 WOO i 2nd
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