Introduction to Statistical Methods for Financial Models - Couverture rigide

Severini, Thomas A.

Couverture rigide

ISBN 10 : 1138198374 ISBN 13 : 9781138198371

Editeur : Chapman and Hall/CRC, 2017

Synopsis

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.

A propos du livre

À propos de l'auteur

Thomas A. Severini is a professor of statistics at Northwestern University. He is a fellow of the American Statistical Association and the author of Likelihood Methods in Statistics and Elements of Distribution Theory. He received his PhD in statistics from the University of Chicago. His research areas include likelihood inference, nonparametric and semiparametric methods, and applications to econometrics.

À propos de la quatrième de couverture

This book introduces the use of statistical concepts and methods to model and analyze financial data, including the market model, the single-index model, and factor models. It contains detailed numerical examples using genuine financial data along with numerous exercises including both questions requiring analytic solutions and those requiring data analysis.

Détails de l'édition

• Éditeur: Chapman and Hall/CRC
• Date d'édition: 2017
• Langue: anglais
• ISBN 10: 1138198374
• ISBN 13: 9781138198371
• Reliure: Relié
• Nombre de pages: 370
• Coordonnées du fabricant: non disponible
• Personne responsable: GPSR Kontakt; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Allemagne