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This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers - whether financial risk analysts, actuaries, regulators, or students of quantitative finance - with practical tools to solve real-world problems
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vol. i. Introduction to financial econometrics, mathematics, statistics, and machine learning / C F Lee. Do managers …"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics …, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance …
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in the econometrics discipline. Key contributions to this literature include the paper by Diebold and Mariano (DM: 1995 …
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