A Course on Statistics for Finance
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 revi...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Boca Raton, FL :
Taylor and Francis, an imprint of Chapman and Hall/CRC
[2018].
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| Edición: | 1st edition |
| Colección: | A Chapman & Hall Book
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628115006719 |
| Sumario: | 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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| Notas: | Bibliographic Level Mode of Issuance: Monograph |
| Descripción Física: | 1 online resource (276 pages) : illustrations Also available in print format |
| Bibliografía: | Includes bibliographical references at the end of each chapters. |
| ISBN: | 9781315360478 9781315373751 9781498785679 9781439892541 |
