000 aam a22 4500
999 _c211953
_d211953
008 190509b2018 ||||| |||| 00| 0 eng d
020 _a9781138198371
082 _a332.0727
_bS3I6
100 _aSeverini, Thomas A.
_9379843
245 _aIntroduction to statistical methods for financial models
260 _bChapman & Hall/ CRC Press
_c2018
_aBoca Raton
300 _axvi, 370 p.
440 _aTexts in statistical science series
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504 _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.
520 _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
650 _aEconomics
_9379845
650 _aStatistical methods
_9379846
650 _aFinance - Mathematical models.
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650 _aFinance - Statistical methods
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942 _2ddc
_cBK