Introduction to Statistical Methods for Financial Models

Nonfiction, Science & Nature, Mathematics, Statistics, Business & Finance, Finance & Investing, Finance
Cover of the book Introduction to Statistical Methods for Financial Models by Thomas A Severini, CRC Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Thomas A Severini ISBN: 9781351981903
Publisher: CRC Press Publication: July 6, 2017
Imprint: Chapman and Hall/CRC Language: English
Author: Thomas A Severini
ISBN: 9781351981903
Publisher: CRC Press
Publication: July 6, 2017
Imprint: Chapman and Hall/CRC
Language: English

This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data. The ten chapters of the book fall naturally into three sections. Chapters 1 to 3 cover some basic concepts of finance, focusing on the properties of returns on an asset. Chapters 4 through 6 cover aspects of portfolio theory and the methods of estimation needed to implement that theory. The remainder of the book, Chapters 7 through 10, discusses several models for financial data, along with the implications of those models for portfolio theory and for understanding the properties of return data.

The audience for the book is students majoring in Statistics and Economics as well as in quantitative fields such as Mathematics and Engineering. Readers are assumed to have some background in statistical methods along with courses in multivariate calculus and linear algebra.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data. The ten chapters of the book fall naturally into three sections. Chapters 1 to 3 cover some basic concepts of finance, focusing on the properties of returns on an asset. Chapters 4 through 6 cover aspects of portfolio theory and the methods of estimation needed to implement that theory. The remainder of the book, Chapters 7 through 10, discusses several models for financial data, along with the implications of those models for portfolio theory and for understanding the properties of return data.

The audience for the book is students majoring in Statistics and Economics as well as in quantitative fields such as Mathematics and Engineering. Readers are assumed to have some background in statistical methods along with courses in multivariate calculus and linear algebra.

More books from CRC Press

Cover of the book Calcium Entry Channels in Non-Excitable Cells by Thomas A Severini
Cover of the book Control System Fundamentals by Thomas A Severini
Cover of the book Sustainability through Energy-Efficient Buildings by Thomas A Severini
Cover of the book Cost Studies of Buildings by Thomas A Severini
Cover of the book Development and Control of Dust Explosions by Thomas A Severini
Cover of the book Dam Maintenance and Rehabilitation by Thomas A Severini
Cover of the book Elemental Magic by Thomas A Severini
Cover of the book Hydraulic Engineering V by Thomas A Severini
Cover of the book Impulsive Differential Equations by Thomas A Severini
Cover of the book Practical Manual of Wastewater Chemistry by Thomas A Severini
Cover of the book Handbook of Atmospheric Electrodynamics (1995) by Thomas A Severini
Cover of the book Recharge of Phreatic Aquifers in (Semi-)Arid Areas by Thomas A Severini
Cover of the book Dry Mix Methods for Deep Soil Stabilization by Thomas A Severini
Cover of the book Brain Source Localization Using EEG Signal Analysis by Thomas A Severini
Cover of the book Dietary Phosphorus by Thomas A Severini
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy