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Introduction to statistical methods for financial models

By: Language: English Series: Chapman & Hall/CRC | texts in statistical science series | / edited by Joseph K. BlitzsteinPublication details: CRC Press 2018 Boca RatonDescription: xvi, 370pISBN:
  • 9781138198371
Subject(s): DDC classification:
  • 332.0727 Se83i
Summary: 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. 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.
List(s) this item appears in: New arrival July 01-07, 2019
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Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
Books Books PK Kelkar Library, IIT Kanpur General Stacks 332.0727 Se83i (Browse shelf(Opens below)) Available A184485
Total holds: 0

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.

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.

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