Quantitative methods in finance /

This booj is about: Interests rates and asset returns; Presentation of data and descriptive statistics; Calculus applied to finance; Probability distributions: applications to asset returns; Statistical inference: cnfidence intervals and hypothesis testing; Regression analysis; Time-series analysis;...

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Bibliografiska uppgifter
Huvudupphovsman: Watsham, Terry J.
Övriga upphovsmän: Parramore, Keith.
Materialtyp: Bok
Språk:English
Publicerad: London : International Thomson Business Press, 1997.
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Beskrivning
Sammanfattning:This booj is about: Interests rates and asset returns; Presentation of data and descriptive statistics; Calculus applied to finance; Probability distributions: applications to asset returns; Statistical inference: cnfidence intervals and hypothesis testing; Regression analysis; Time-series analysis; Numerical methods; Optimization; Continuous time mathematics in finance: asset prices as a stochastic process; and Multivariate analysis: principal components analysis and factor analysis.
Fysisk beskrivning:x, 395 p. : ill. ; 24.5cm.
ISBN:186152367X