Quantitative Methods for Finance
Published on 19. December 1996
Book
Paperback/Softback
560 pages
978-1-86152-367-9 (ISBN)
Description
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.
Reviews / Votes
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 TechniquesMore details
Edition
New edition
Language
English
Place of publication
London
United Kingdom
Target group
College/higher education
Professional and scholarly
Edition type
New edition
Product notice
Paperback (trade)
Dimensions
Height: 248 mm
Width: 190 mm
Thickness: 27 mm
Weight
776 gr
ISBN-13
978-1-86152-367-9 (9781861523679)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Previous edition
Terry J. Watsham | Keith Parramore
Quantitative Methods in Finance
Book
11/1996
Cengage Learning EMEA
€35.89
Article exhausted; check for reprint
Persons
Terry Watsham is Principal Lecturer in Finance at the University of Brighton. Keith Parramore is based at the University of Brighton
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. 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.
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.