02133aam a2200229 4500999001900000008004500019020001800064082001900082100003200101245006100133260004800194300001600242440004800258504022900306520101400535650002201549650003201571650004301603650004301646942001201689952020201701 c211953d211953190509b2018 ||||| |||| 00| 0 eng d a9781138198371 a332.0727bS3I6 aSeverini, Thomas A.9379843 aIntroduction to statistical methods for financial models bChapman & Hall/ CRC Pressc2018aBoca Raton axvi, 370 p. aTexts in statistical science series9379844 aTable of Contents
1.Introduction
2.Returns.
3.Random Walk Hypothesis.
4.Portfolios.
5.Efficient Portfolio Theory.
6.Estimation.
7.Capital Asset Pricing Model.
8.The Market Model.
9.The Single-Index Model.
10.Factor Models.
aThis book provides an introduction to the use of statistical concepts and methods to model and analyze financial data. The ten chapters of the book fall naturally into three sections. Chapters 1 to 3 cover some basic concepts of finance, focusing on the properties of returns on an asset. Chapters 4 through 6 cover aspects of portfolio theory and the methods of estimation needed to implement that theory. The remainder of the book, Chapters 7 through 10, discusses several models for financial data, along with the implications of those models for portfolio theory and for understanding the properties of return data.
The audience for the book is students majoring in Statistics and Economics as well as in quantitative fields such as Mathematics and Engineering. Readers are assumed to have some background in statistical methods along with courses in multivariate calculus and linear algebra.
https://www.crcpress.com/Introduction-to-Statistical-Methods-for-Financial-Models/Severini/p/book/9781138198371 aEconomics9379845 aStatistical methods9379846 aFinance - Mathematical models.9379847 aFinance - Statistical methods 9379848 2ddccBK 00102ddc406332_072700000000000_S3I6708NFIC9358525aVSLbVSLcGENd2019-05-07e6g4.00kSlot 615 (0 Floor, West Wing)l1o332.0727 S3I6p199355q2019-11-04r2019-07-07s2019-07-07v5474.26yBK