A course on statistics for finance /
By: Sclove, Stanley L
Material type: BookPublisher: Boca Raton, Fla. ; London : CRC Press, c2013.Description: xxvii, 251 p. : ill. ; 24 cm.ISBN: 9781439892541; 1439892547 (hbk.); 1439892555 (ebook); 9781439892558 (ebook)Subject(s): Finance -- Statistical methods | Investment analysis -- Statistical methodsDDC classification: 332.015195 Online resources: Location MapItem type | Home library | Call number | Status | Date due | Barcode | Item holds |
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REGULAR | University of Wollongong in Dubai Main Collection | 332.015195 SC CO (Browse shelf) | Available | T0027135 |
, Shelving location: Main Collection Close shelf browser
332.015195 KO AN Analysis of financial data / | 332.015195 MI EC The econometric modelling of financial time series / | 332.015195 RE IN Introduction to quantitative finance : | 332.015195 SC CO A course on statistics for finance / | 332.015195 WA FI Financial econometrics : | 332.0151955 CH TI Time series : | 332.019 CO HO The hour between dog and wolf : |
Includes bibliographical references and index.
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.