Introduction to statistical methods for financial models (Record no. 560337)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01529 a2200217 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781138198371 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | IIT Kanpur |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0727 |
| Item number | Se83i |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Severini, Thomas A. |
| 245 ## - TITLE STATEMENT | |
| Title | Introduction to statistical methods for financial models |
| Statement of responsibility, etc | Thomas A. Severini |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | CRC Press |
| Year of publication | 2018 |
| Place of publication | Boca Raton |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xvi, 370p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Chapman & Hall/CRC |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | texts in statistical science series |
| 490 ## - SERIES STATEMENT | |
| Series statement | / edited by Joseph K. Blitzstein |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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 10, discusses several models for financial data, along with the implications of those models for portfolio theory and for understanding the properties of return data.<br/><br/>The audience for the book is students majoring in Statistics and Economics as well as in quantitative fields such as Mathematics and Engineering. Readers are assumed to have some background in statistical methods along with courses in multivariate calculus and linear algebra. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance -- Statistical methods |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance -- Statistical models |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| General Stacks | PK Kelkar Library, IIT Kanpur | PK Kelkar Library, IIT Kanpur | 01/07/2019 | 60 | 4074.61 | 332.0727 Se83i | A184485 | 5093.26 | Books |