8 - 9 December, 2009
London, UK

This course examines (1) the behavioural strategies that amateur and expert investors rely upon to make decisions, (2) the structure and speculative dynamics of returns in world equity markets (from a psychological perspective), and (3) the practical implications of behavioural finance.

Market Risk Analysis: Practical Financial Econometrics, Volume 2

Carol Alexander

Volume two of Market Risk Analysis introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis.

ISBN: 9780470998014