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Generalized Method of Moments Estimation
Cambridge University Press 1999; US$ 34.00The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation. more...
Discrete Models of Financial Markets
Cambridge University Press 2012; US$ 32.00An excellent basis for further study. Suitable even for readers with no mathematical background. more...
Introductory Econometrics for Finance
Cambridge University Press 2008; US$ 60.00Second edition of best-selling introduction to econometrics specifically written for finance students. more...
Real Estate Modelling and Forecasting
Cambridge University Press 2010; US$ 85.00The first book to provide a practical introduction to the econometric analysis of real estate for students and practitioners. more...
Non-Linear Time Series Models in Empirical Finance
Cambridge University Press 2000; US$ 47.00The most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks. more...
The Econometric Modelling of Financial Time Series
Cambridge University Press 1999; US$ 40.00Fully revised and updated, the second edition of the best-selling The Econometric Modelling of Financial Time Series provides comprehensive coverage of the variety of models currently used in the empirical analysis of financial markets. Data appendix available online at www.lboro.ac.uk/departments/ec/cup more...
Globalizing Customer Solutions
Greenwood Publishing Group 2000; US$ 107.00This work examines contemporary global economic metrics, showing the influence of the globalization paradigm, and explores how that paradigm has been driven by the enlightened confluence of technology, innovation, trade, and FDI. more...
Martingale Methods in Financial Modelling
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 2006; US$ 74.99Provides information on volatility risk. This book includes hedging of plain-vanilla options and valuation of exotic options, no longer limited to the Black-Scholes framework with constant volatility. It analyses various interest-rate models, examines liquid primary and derivative assets, and identifies the sources of associated trading risks. more...
High Frequency Financial Econometrics
Springer 2007; US$ 129.99This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. The chapters on market microstructure deal with liquidity, asymmetries of information, and limit... more...
Mostly Harmless Econometrics
Princeton University Press 2008; US$ 42.00The core methods in today's econometric toolkit are linear regression for statistical control, instrumental variables methods for the analysis of natural experiments, and differences-in-differences methods that exploit policy changes. In the modern experimentalist paradigm, these techniques address clear causal questions such as: Do smaller classes... more...









