Quantitative Methods for Finance

Häftad, Engelska, 1996

1 679 kr

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This text explains in an intuitive yet rigorous way the mathematical and statistical applications relevant to modern financial instruments and risk management techniques. It progresses at a pace that is comfortable for those with less mathematical expertise yet reaches a level of analysis that will reward even the most experienced. The strong applied emphasis makes this book ideal for anyone who is seriously interested in mastering the quantitative techniques underpinning modern financial decision making.

Produktinformation

Utgivningsdatum1996-12-19
Mått187 x 25 x 243 mm
Vikt770 g
FormatHäftad
SpråkEngelska
Antal sidor560
FörlagCengage Learning
ISBN9781861523679

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Finansiering inom Ekonomi och Ledarskap

1. Interest Rates and Asset Returns.2. Presentation of Data and Descriptive Statistics.3. Calculus Applied to Finance.4. Probability Distributions: Applications to Asset Returns.5. Statistical Inference: Confidence Intervals and Hypothesis Testing.6. Regression Analysis.7. Time Series Analysis.8. Numerical Methods.9. Optimization.10. Continuous Time Mathematics in Finance: Asset Prices as a Stochastic Process.11. Multivariate Analysis: Principal Components Analysis and Factor Analysis.Appendix: Statistical Tables.Index.

1. Mathematics of Interest Rate and Asset Returns (e.g. Time Value of Money) 2. The Basic Statistics of Finance (Measures of Location, Dispersion, Skewness, Kurtosis, Covariance and Correlation, Index Numbers) 3. Calculus 4.Probability Distributions of Asset Returns 5. Sampling Theory and Hypothesis Testing 6. Regression Analysis Applied to Finance 7. Time Series Analysis - Arch, Garch and Cointegration 8. Numerical Methods 9. Optimization 10. Stochastic Calculus 11. Multivariate Techniques