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Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (In 4 Volumes)

115538.000

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AuthorLee Cheng-Few Et Al
ISBN9789811202384
Published LanguageEnglish
Publication Year2020
PublisherWorld Scientific
BindingHardback_Set
Original Price$1, 950
Pages5056
Ships By2-3 days
SKU: WS-13 Categories: ,

Description

This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.

In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.

In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.

Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.

About the author
Rutgers Univ, USA

Additional information

Weight7.44 kg
Dimensions24.4 × 17 cm
Author

ISBN

Publisher

Pages

5056

Ships By

2-3 days