Introduction to Statistical Methods for Financial Models (Chapman & Hall/CRC Texts in Statistical Science) - Tapa blanda

Severini, Thomas A

 
9780367657871: Introduction to Statistical Methods for Financial Models (Chapman & Hall/CRC Texts in Statistical Science)
Tapa blanda
ISBN 10: 0367657872 ISBN 13: 9780367657871
Editorial: Chapman and Hall/CRC, 2020

Sinopsis

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.

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Acerca del autor

Thomas A. Severini is a professor of statistics at Northwestern University. He is a fellow of the American Statistical Association and the author of Likelihood Methods in Statistics and Elements of Distribution Theory. He received his PhD in statistics from the University of Chicago. His research areas include likelihood inference, nonparametric and semiparametric methods, and applications to econometrics.

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Editorial
Chapman and Hall/CRC
Año de publicación
2020
Idioma
Inglés
ISBN 10 
0367657872
ISBN 13 
9780367657871
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
370
Contacto del fabricante
no disponible
Persona responsable
no disponible

Otras ediciones populares con el mismo título

9781138198371: Introduction to Statistical Methods for Financial Models (Chapman & Hall/CRC Texts in Statistical Science)

Edición Destacada

ISBN 10:  1138198374 ISBN 13:  9781138198371
Editorial: Chapman and Hall/CRC, 2017
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