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A Course on Statistics for Finance
Engelsk
Bogcover for A Course on Statistics for Finance af Stanley L. Sclove, 9780367576608
Specifikationer
Sprog:
Engelsk
Sider:
280
ISBN-13:
9780367576608
Indbinding:
Paperback
ISBN-10:
0367576600
Kategori:
Udg. Dato:
30 jun 2020
Størrelse i cm:
15,6 x 23,2 x 2,7
Oplagsdato:
30 jun 2020
Forfatter(e):
Paperback 2020
Format:

Bog beskrivelse

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.

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Specifikationer
Sprog:
Engelsk
Sider:
280
ISBN-13:
9780367576608
Indbinding:
Paperback
ISBN-10:
0367576600
Kategori:
Udg. Dato:
30 jun 2020
Størrelse i cm:
15,6 x 23,2 x 2,7
Oplagsdato:
30 jun 2020
Forfatter(e):
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