Quantitative Methods in Finance
Published on 21. November 1996
Book
Paperback/Softback
350 pages
978-0-412-60820-9 (ISBN)
Description
This text explains the mathematical and statistical applications relevant to modern financial instruments and risk management techniques. It progresses at a comfortable pace for those with less mathematical expertise yet reaches a high level of analysis for the more experienced.
More details
Language
English
Place of publication
London
United Kingdom
Target group
College/higher education
Professional and scholarly
Illustrations
50 line illus
Dimensions
Height: 248 mm
Width: 190 mm
Weight
658 gr
ISBN-13
978-0-412-60820-9 (9780412608209)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions
Terry Watsham | Keith Parramore
Quantitative Methods for Finance
Book
12/1996
Cengage Learning EMEA
€79.50
Shipment within 3-4 weeks
Content
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.