000			01529 a2200217 4500
020			_a9781138198371
040			_cIIT Kanpur
041			_aeng
082			_a332.0727 _bSe83i
100			_aSeverini, Thomas A.
245			_aIntroduction to statistical methods for financial models _cThomas A. Severini
260			_bCRC Press _c2018 _aBoca Raton
300			_axvi, 370p
440			_aChapman & Hall/CRC
440			_atexts in statistical science series
490			_a/ edited by Joseph K. Blitzstein
520			_aThis 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.
650			_aFinance -- Statistical methods
650			_aFinance -- Statistical models
942			_cBK
999			_c560337 _d560337