Introduction to Statistical Methods for Financial Models (Chapman & Hall/CRC Texts in Statistical Science) - Softcover

Buch 23 von 59: Chapman & Hall/CRC Texts in Statistical Science

Severini, Thomas A

 
9780367657871: Introduction to Statistical Methods for Financial Models (Chapman & Hall/CRC Texts in Statistical Science)

Inhaltsangabe

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

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Über die Autorin bzw. den Autor

Thomas A. Severini is a professor of statistics at Northwestern University. He is a fellow of the American Statistical Association and the author of Likelihood Methods in Statistics and Elements of Distribution Theory. He received his PhD in statistics from the University of Chicago. His research areas include likelihood inference, nonparametric and semiparametric methods, and applications to econometrics.

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9781138198371: Introduction to Statistical Methods for Financial Models (Chapman & Hall/CRC Texts in Statistical Science)

Vorgestellte Ausgabe

ISBN 10:  1138198374 ISBN 13:  9781138198371
Verlag: Chapman and Hall/CRC, 2017
Hardcover