| LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2012474255 |
| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781439892541 |
| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1439892547 (hbk.) |
| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1439892555 (ebook) |
| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781439892558 (ebook) |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Call number |
332.015195 |
| MAIN ENTRY--PERSONAL NAME |
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| Authors |
Sclove, Stanley L. |
| TITLE STATEMENT |
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| Title |
A course on statistics for finance / |
| Statement of responsibility, etc |
Stanley L. Sclove |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication |
Boca Raton, Fla. ; |
| -- |
London : |
| Publisher |
CRC Press, |
| Date |
c2013. |
| PHYSICAL DESCRIPTION |
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| Extent |
xxvii, 251 p. : |
| Other Details |
ill. ; |
| Size |
24 cm. |
| SUMMARY |
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| Summary |
Taking a data-driven approach, A Course on Statistics for Finance presents statistical methods for financial investment analysis. The author introduces regression analysis, time series analysis, and multivariate analysis step by step using models and methods from finance. The book begins with a review of basic statistics, including descriptive statistics, kinds of variables, and types of data sets. It then discusses regression analysis in general terms and in terms of financial investment models, such as the capital asset pricing model and the Fama/French model. It also describes mean-variance portfolio analysis and concludes with a focus on time series analysis. Providing the connection between elementary statistics courses and quantitative finance courses, this text helps both existing and future quants improve their data analysis skills and better understand the modeling process. |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Finance |
| General |
Statistical methods |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Investment analysis |
| General |
Statistical methods |
| ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
https://uowd.box.com/s/pt7ua7snw6ozp2esihutqufazw66gc49 |
| Public note |
Location Map |
| MAIN ENTRY--PERSONAL NAME |
|---|
| -- |
47895 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| -- |
47896 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| -- |
47897 |