{"product_id":"9780470512890","title":"Empirical Finance for Finance and Banking","description":"\u003ch1\u003eEmpirical Finance for Finance and Banking\u003c\/h1\u003e\u003ch3\u003eRobert Sollis\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eBusiness \u0026amp; Economics \/ Accounting \/ Financial\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003ci\u003eEmpirical Finance for Finance and Banking\u003c\/i\u003e provides the student with a relatively non-technical guide to some of the key topics in finance where empirical methods play an important role  Written for students taking Master’s degrees in finance and banking, it is also suitable for students and researchers in other areas, including economics.\u003cbr\u003e \u003cbr\u003e The first three introductory chapters outline the structure of the book and review econometric and statistical techniques, while the remaining chapters discuss various topics, including: portfolio theory and asset allocation, asset pricing and factor models, market efficiency, modelling and forecasting exchange and interest rates and Value at Risk. Understanding these topics and the methods covered will be helpful for students interested in working as analysts and researchers in financial institutions. \u003cbr\u003e \u003cbr\u003e   \u003cp\u003eDesigned for students with limited previous experience of econometrics, statistics or advanced financial theory, the text is written in an “easy-to-read” style.  It features empirical examples at the end of each chapter to demonstrate the empirical methods and theory discussed and uses MATLAB® for all calculations. A guide to answering end of chapter questions and relevant computer programs can be found on the companion website: \u003ca href=\"http:\/\/www.wiley.com\/college\/sollis\"\u003ewww.wiley.com\/college\/sollis\u003c\/a\u003e\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e \u003cb\u003eRobert Sollis\u003c\/b\u003e is Professor of Financial Economics at Newcastle University Business School. His main teaching and research interests lie in the area of applied econometrics, with a particular focus on macroeconomic and financial time series analysis. He has published in internationally recognized academic journals (e.g. \u003ci\u003eJournal of Money\u003c\/i\u003e, \u003ci\u003eCredit and Banking\u003c\/i\u003e, \u003ci\u003eJournal of Applied Econometrics\u003c\/i\u003e, \u003ci\u003eJournal of Time Series Analysis\u003c\/i\u003e), and in 2002 co-authored the textbook \u003ci\u003eApplied Time Series Modelling and Forecasting\u003c\/i\u003e with Richard Harris.\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e13 February 2012\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9780470512890\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003ePaperback \/ softback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e358\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e24.0\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44312731451532,"sku":"9780470512890","price":74.66,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780470512890_2544d100-334f-451b-b60d-ab194e4eb604.jpg?v=1780159887","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9780470512890","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}