LEADER 02361oas 2200709 a 450 001 9910144771403321 005 20251106213014.0 035 $a(OCoLC)45059044 035 $a(CONSER)cn 00471827 035 $a(CKB)991042733854624 035 $a(EXLCZ)99991042733854624 100 $a20000922a20009999 ua b 101 0 $afre 135 $aurcn||||||||| 181 $ctxt$2rdacontent/fre 182 $cc$2rdamedia/fre 200 10$aAvis aux navigateurs$iE?dition de l'Ouest 210 $a[Ottawa] $cGarde co?tie?re canadienne$d2000- 300 $aTitre de l'e?cran-titre (visionne? le 28 janv. 2000). 300 $aDiffuse? par le Programme des services de de?po?t du Gouvernement du Canada. 311 08$a1493-7360 531 0 $aAvis navig., E?d. Ouest 606 $aNotices to mariners$zBritish Columbia$zPacific Coast$vPeriodicals 606 $aNotices to mariners$zCanada, Northern$vPeriodicals 606 $aAvis aux navigateurs$zColombie-Britannique$zPacifique, Co?te du$vPe?riodiques 606 $aAvis aux navigateurs$zCanada (Nord)$vPe?riodiques 606 $aNotices to mariners$2fast$3(OCoLC)fst01039620 606 $aAvis aux navigateurs$2rasuqam 606 $aInstruction nautique$2rasuqam 607 $aBritish Columbia$zPacific Coast$2fast 607 $aNorthern Canada$2fast 607 $aCo?te du Pacifique (Colombie-Britannique)$2rasuqam 607 $aOce?an Arctique$2rasuqam 608 $aPeriodicals.$2fast 608 $aRessource Internet (Descripteur de forme)$2rasuqam 608 $aPe?riodique e?lectronique (Descripteur de forme)$2rasuqam 615 0$aNotices to mariners 615 0$aNotices to mariners 615 6$aAvis aux navigateurs 615 6$aAvis aux navigateurs 615 7$aNotices to mariners. 615 7$aAvis aux navigateurs. 615 7$aInstruction nautique. 676 $a623.89/09164/3305 712 02$aGarde co?tie?re canadienne.$bAides maritimes. 801 0$bNLC 801 1$bNLC 801 2$bOCLCQ 801 2$bUQ1 801 2$bOCLCQ 801 2$bOCLCF 801 2$bOCLCO 801 2$bOCLCQ 801 2$bOCLCO 801 2$bOCLCQ 801 2$bOCL 801 2$bOCLCO 801 2$bOCLCQ 906 $aJOURNAL 912 $a9910144771403321 996 $aAvis aux navigateurs$91917417 997 $aUNINA LEADER 04625nam 22005655 450 001 9910338246503321 005 20251202152144.0 010 $a1-4939-9429-8 024 7 $a10.1007/978-1-4939-9429-8 035 $a(CKB)4100000008347196 035 $a(DE-He213)978-1-4939-9429-8 035 $a(MiAaPQ)EBC5920780 035 $a(PPN)242822088 035 $a(EXLCZ)994100000008347196 100 $a20190603d2019 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aFinancial Econometrics, Mathematics and Statistics $eTheory, Method and Application /$fby Cheng-Few Lee, Hong-Yi Chen, John Lee 205 $a1st ed. 2019. 210 1$aNew York, NY :$cSpringer New York :$cImprint: Springer,$d2019. 215 $a1 online resource (XX, 655 p. 129 illus., 57 illus. in color.) 311 08$a1-4939-9427-1 327 $aIntroduction to Financial Econometrics and Statistics -- Part A: Regression and Financial Econometrics -- Multiple Linear Regression -- Other Topics in Applied Regression Analysis.-Simultaneous Equation Models.-Econometric Approach to Financial Analysis, Planning, and Forecasting -- Fixed Effect vs Random Effect in Finance Research -- Alternative Methods to Deal with Measurement Error.-Three Alternative Errors-in-Variables Estimation Methods in Testing Capital Asset Pricing Model -- Spurious Regression and Data Mining in Conditional Asset Pricing Models.-Time-Series Analysis and Its Applications.-Time-Series: Analysis, Model, and Forecasting.-Hedge Ratio and Time-Series Analysis -- The Binomial, Multi-Nominal Distributions and Option Pricing Model -- Two Alternative Binomial Option Pricing Model Approaches to Derive Black-Scholes Option Pricing Model.-Normal, Lognormal Distribution, and Option Pricing Model.-Copula, Correlated Defaults, and Credit VaR.-Multivariate Analysis: Discriminant Analysis and Factor Analysis.-Stochastic Volatility Option Pricing Models -- Alternative Method to Estimate Implied Variance: Review and Comparison -- Numerical Valuation of Asian Options with Higher Moments in the Underlying Distribution.-Itô?s Calculus: Derivation of the Black-Scholes Option Pricing Model.-Alternative Methods to Derive Option Pricing Models.-Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation -- Option Pricing and Hedging Performance under Stochastic Volatility and Stochastic Interest Rates.-Non-Parametric Method for European Option Bounds. 330 $aThis rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics illustrates tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research. Divided into four parts, the text offers insight into the following models and topics, among others: ? Multiple linear regression ? Time-series analysis ? Option pricing models ? Risk management ? Heteroskedasticity ? Itô?s Calculus ? Spurious regression ? Errors-in-variable Written by leading academics in the quantitative finance field, this book allows readers to implement the principles behind financial econometrics and statistics through real-world applications and problem sets. It will appeal to a less-served market of advanced students and scholars in finance, economics, accounting, and statistics. 606 $aStatistics 606 $aEconometrics 606 $aSocial sciences$xMathematics 606 $aStatistics in Business, Management, Economics, Finance, Insurance 606 $aEconometrics 606 $aMathematics in Business, Economics and Finance 615 0$aStatistics. 615 0$aEconometrics. 615 0$aSocial sciences$xMathematics. 615 14$aStatistics in Business, Management, Economics, Finance, Insurance. 615 24$aEconometrics. 615 24$aMathematics in Business, Economics and Finance. 676 $a330.015195 700 $aLee$b Cheng-Few$4aut$4http://id.loc.gov/vocabulary/relators/aut$0114212 702 $aChen$b Hong-Yi$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aLee$b John$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910338246503321 996 $aFinancial Econometrics, Mathematics and Statistics$92511551 997 $aUNINA