Introduction to Statistical Methods for Financial Models

by Thomas A. Severini

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 1138198374
• ISBN13: 9781138198371
• Release Date: July 2017
• Publisher: CRC Press
• Length: 386 Pages
• Weight: 1.65 lbs.
• Dimensions: 1.0" x 6.3" x 9.0"