Introduction to statistical methods for financial models (Record no. 211953)

000 -LEADER
fixed length control field aam a22 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 190509b2018 ||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781138198371
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.0727
Item number S3I6
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Severini, Thomas A.
9 (RLIN) 379843
245 ## - TITLE STATEMENT
Title Introduction to statistical methods for financial models
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc Chapman & Hall/ CRC Press
Date of publication, distribution, etc 2018
Place of publication, distribution, etc Boca Raton
300 ## - PHYSICAL DESCRIPTION
Extent xvi, 370 p.
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Texts in statistical science series
9 (RLIN) 379844
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Table 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 ## - SUMMARY, ETC.
Summary, etc This 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 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics
9 (RLIN) 379845
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Statistical methods
9 (RLIN) 379846
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance - Mathematical models.
9 (RLIN) 379847
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance - Statistical methods
9 (RLIN) 379848
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Permanent location Current location Shelving location Date acquired Source of acquisition Cost, normal purchase price Item location Total Checkouts Total Renewals Full call number Barcode Checked out Date last seen Date last borrowed Cost, replacement price Koha item type
          Non-fiction Vikram Sarabhai Library Vikram Sarabhai Library General Stacks 2019-05-07 6 4.00 Slot 615 (0 Floor, West Wing) 1 1 332.0727 S3I6 199355 2020-02-29 2019-07-07 2019-07-07 5474.26 Books

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