Verwandte Artikel zu A Course on Statistics for Finance

A Course on Statistics for Finance - Softcover

Sclove, Stanley L.

 
9780367576608: A Course on Statistics for Finance
Softcover
ISBN 10: 0367576600 ISBN 13: 9780367576608
Verlag: Routledge, 2020

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

Stanley L. Sclove is a professor of statistics in the Department of Information and Decision Sciences of the College of Business Administration at the University of Illinois at Chicago (UIC). His areas of specialization within statistics include multivariate statistical analysis, cluster analysis, time series analysis, and model selection criteria. Dr. Sclove’s research interests include time series segmentation and regime switching via Markov models. He is an officer of the Classification Society and the Section of Risk Analysis of the American Statistical Association.

Von der hinteren Coverseite

This text presents statistical methods for financial investment analysis. Providing the connection between elementary statistics courses and quantitative finance courses, the book helps both existing and future quants improve their data analysis skills and better understand the modeling process. It incorporates both applied statistics and mathem

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Verlag
Routledge
Erscheinungsdatum
2020
Sprache
Englisch
ISBN 10 
0367576600
ISBN 13 
9780367576608
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
280
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
GPSR Kontakt
gpsr@libri.de

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