01816aam a2200193 4500008004500000020001800045082001900063100002400082245006100106260004800167300001600215440004000231504022900271520101400500650001401514650002401528650003501552650003501587190509b2018 ||||| |||| 00| 0 eng d a9781138198371 a332.0727bS3I6 aSeverini, Thomas A. aIntroduction to statistical methods for financial models bChapman & Hall/ CRC Pressc2018aBoca Raton axvi, 370 p. aTexts in statistical science series 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 aEconomics aStatistical methods aFinance - Mathematical models. aFinance - Statistical methods