Course on Statistics for Finance (BOK)

Stanley L Sclove

1 099,00 1 09900
Sendes vanligvis innen 5-15 dager
Taking a data-driven approach, A Course on Statistics for Finance presents statistical methods for financial investment analysis. The author introduces regression analysis, time series analysis, and multivariate analysis step by step using models and methods from finance. The book begins with a review of basic statistics, including descriptive statistics, kinds of variables, and types of data sets. It then discusses regression analysis in general terms and in terms of financial investment models, such as the capital asset pricing model and the Fama/French model. It also describes mean-variance portfolio analysis and concludes with a focus on time series analysis. Providing the connection between elementary statistics courses and quantitative finance courses, this text helps both existing and future quants improve their data analysis skills and better understand the modeling process.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2013 Forfatter Stanley L Sclove
Forlag
Taylor & Francis
ISBN 9781439892541
Antall sider 269 Dimensjoner 15,6cm x 23,5cm x 2,3cm
Vekt 612 gram Leverandør Bertram Trading Ltd
Emner og form Finance, Applied mathematics, Probability & statistics