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100			_aSollis, Robert _eAuthor
245			_aEmpirical finance for finance and banking / _cby Robert Sollis
260			_aUK: _bJohn Wiley & Sons, Ltd., _c2012.
300			_a345p.; _c24cm.
505			_aTable of Contents Chapter 1 Introduction Chapter 2 Random Variables and Random Processes Chapter 3 Regression and Volatility Chapter 4 Portfolio Theory and Asset Allocation Chapter 5 Asset Pricing Models and Factor Models Chapter 6 Market Efficiency Chapter 7 Modelling and Forecasting Exchange Rates Chapter 8 Modelling and Forecasting Interest Rates Chapter 9 Market Risk Management Appendix Statistical Tables Index
520			_aEmpirical Finance for Finance and Banking 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. 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. Designed 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: www.wiley.com/college/sollis
650			_aBanks and banking
650			_aFinances
650			_aInvestments
942			_2ddc _cBK
999			_c1969 _d1969