Financial valuation and econometrics / Kian Guan Lim
Material type:
TextLanguage: English Publication details: New Jersey : World Scientific Publ., 2023.Edition: 2nd edDescription: xiii, 481 p.: ill. ; 24 cmISBN: - 9780000988669
- 23 332.015 LIM
| Item type | Current library | Collection | Call number | Status | Date due | Barcode |
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General Books
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CUTN Central Library Social Sciences | Non-fiction | 332.015 LIM (Browse shelf(Opens below)) | Available | 47829 |
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| 332 SIN Advances in responses of plants under stress / | 332 WAK Introduction to microfinance / | 332 YAD Microfinance / | 332.015 LIM Financial valuation and econometrics / | 332.015 WAN Financial econometrics | 332.0151 CHA Financial mathematics for actuaries / | 332.0151955 TSA Analysis of financial time series / |
Chapter 1: Probability Distribution and Statistics Chapter 2: Statistical Laws and Central Limit Theorem Application: Stock Return Distributions Chapter 3: Two-Variable Linear Regression Application: Financial Hedging Chapter 4: Model Estimation Application: Capital Asset Pricing Model Chapter 5: Constrained Regression Application: Cost of Capital
This book is an introduction to financial valuation and financial data analyses using econometric methods. It is intended for advanced finance undergraduates and graduates. Most chapters in the book would contain one or more finance application examples where finance concepts, and sometimes theory, are taught
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