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Market Risk Analysis: Practical Financial Econometrics, Volume 2 by Carol Alexander

Market Risk Analysis: Practical Financial Econometrics, Volume 2 Carol Alexander ebook
Publisher:
ISBN: 0470998016, 9780470771037
Format: pdf
Page: 426

Agent-based financial markets represent the dynamics of asset markets as an interacting world of heterogeneous strategies, possibly adapting to the information they observe around them. Carol Alexander, "Market Risk Analysis: Practical Financial Econometrics (Volume 2)" Wiley | 2008 | ISBN: 0470998016 | 426 pages | PDF | 3,4 MBWritten through leading market ri. Market Risk Analysis, Practical Financial Econometrics 2nd edition, Carol Alexander. Volume II provides a detailed understanding of financial econometrics, with a unique focus on applications to asset pricing, fund management and market risk analysis. Consistent with the title, the second volume in Ms. Financial analysts and investors are concerned about the fluctuating returns of their investments due to the market risk and variation in the market price speculation as well as the instable business performance (Alexander 1999). Volatility analysis of Stock markets is an important area of study. Quantitative models are used in financial econometrics to decipher the investor's attitude towards the risks and returns as well towards the volatility as well. This modeling philosophy It set these learning agents into a relatively simple economic environment and explored the dynamics of prices, trading volume, and their responses to certain key parameters. Alexander's series covers common and practical econometric models. From the early This book is much more than just an analysis of the SFI market.