Quantitative Methods in Finance
2nd Edition
Published on 10. March 1950
Book
Paperback/Softback
448 pages
978-1-84480-118-3 (ISBN)
Description
This book progresses from a review of very basic financial mathematics such as simple and compound interest and the time value of money, to more complex statistical techniques such as generalized autoregressive conditional heteroskedasticity (GARCH) u a technique used in time series analysis. The book is in essence a maths and statistics textbook that is written in the context of the financial world u the book shows the application of the mathematical techniques presented in financial situations.
Reviews / Votes
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. Optimisation. 10. Continuous time mathematics in finance: asset prices as a stochastic process. 11. Multivariate analysis: principal component analysis and factor analysis. 12. Value at risk.More details
Edition
2nd Revised edition
Language
English
Place of publication
London
United Kingdom
Target group
College/higher education
Edition type
Revised edition
Dimensions
Height: 246 mm
Width: 189 mm
Thickness: 20 mm
ISBN-13
978-1-84480-118-3 (9781844801183)
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Schweitzer Classification
Content
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. Optimisation. 10. Continuous time mathematics in finance: asset prices as a stochastic process. 11. Multivariate analysis: principal component analysis and factor analysis. 12. Value at risk.