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Essentials of Time Series for Financial Applications (Paperback)
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Essentials of Time Series for Financial Applications (Paperback)
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Essentials of Time Series for Financial Applications serves as an
agile reference for upper level students and practitioners who
desire a formal, easy-to-follow introduction to the most important
time series methods applied in financial applications (pricing,
asset management, quant strategies, and risk management). Real-life
data and examples developed with EViews illustrate the links
between the formal apparatus and the applications. The examples
either directly exploit the tools that EViews makes available or
use programs that by employing EViews implement specific topics or
techniques. The book balances a formal framework with as few proofs
as possible against many examples that support its central ideas.
Boxes are used throughout to remind readers of technical aspects
and definitions and to present examples in a compact fashion, with
full details (workout files) available in an on-line appendix. The
more advanced chapters provide discussion sections that refer to
more advanced textbooks or detailed proofs.
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