Severini Introduction to Statistical Methods for Financial Models

Erscheinungsjahr 2017
ISBN: 978-1-351-98190-3
Verlag: Taylor & Francis
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 386 Seiten

Reihe: Chapman & Hall/CRC Texts in Statistical Science

This book provides an introduction to the use of statistical methods to model and analyze financial data. It is based on a very popular course taught to advanced undergraduate students majoring in statistics and economics at Northwestern University. It assumes a good background in calculus and probability and statistics, but no prior experience of financial concepts. The book focuses on a relatively small set of topics, but provides depth in terms of the detailed explanations, numerous examples, and implementation in R. The book also has lots of exercises to enable use as a course text or for self-study.

Autoren/Hrsg.

Severini, Thomas A

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
• Mathematik | Informatik Mathematik Stochastik

Inhaltsverzeichnis

Returns.

Random Walk Hypothesis.

Portfolios.

Efficient Portfolio Theory.

Estimation.

Capital Asset Pricing Model.

The Market Model.

The Single-Index Model.

Factor Models.