Course on Statistics for Finance e-bog
436,85 DKK
(inkl. moms 546,06 DKK)
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 se...
E-bog
436,85 DKK
Forlag
Chapman and Hall/CRC
Udgivet
6 december 2012
Længde
269 sider
Genrer
Finance and the finance industry
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9781439892558
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.