This 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 introduces 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 begins with
topics related to regression and financial econometrics. Subsequent sections describe
time-series analyses the role of binomial multi-nomial and log normal distributions in
option pricing models and the application of statistics analyses to risk management. The
real-world applications and problems offer students a unique insight into such topics as
heteroskedasticity regression simultaneous equation models panel data analysis time series
analysis and generalized method of moments. Written by leading academics in the quantitative
finance field allows readers to implement the principles behind financial econometrics and
statistics through real-world applications and problem sets. This textbook will appeal to a
less-served market of upper-undergraduate and graduate students in finance economics and
statistics. ¿
