Introduction to statistical methods for financial models
Auteur :
Severini, Thomas A
Éditeur :
Taylor & Francis Ltd
ISBN :
9781138198371
Date de publication :
12 juil. 2017
Dimensions :
23,4 x 15,6 cm
Poids :
870 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book introduces the use of statistical concepts and methods to model and analyze financial data, including the market model, the single-index model, and factor models. It contains detailed numerical examples using genuine financial data along with numerous exercises including both questions requiring analytic solutions and those requiring data analysis.