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