New PDF release: A Course on Statistics for Finance

By Stanley L. Sclove

ISBN-10: 1439892547

ISBN-13: 9781439892541

ISBN-10: 1439892555

ISBN-13: 9781439892558

Taking a data-driven method, A direction on facts for Finance offers statistical equipment for monetary funding research. the writer introduces regression research, time sequence research, and multivariate research step-by-step utilizing versions and strategies from finance.

The e-book starts with a overview of easy information, together with descriptive records, varieties of variables, and kinds of information units. It then discusses regression research in most cases phrases and when it comes to monetary funding types, equivalent to the capital asset pricing version and the Fama/French version. It additionally describes mean-variance portfolio research and concludes with a spotlight on time sequence analysis.

Providing the relationship among ordinary statistics classes and quantitative finance classes, this article is helping either latest and destiny quants increase their information research abilities and higher comprehend the modeling process.

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Additional resources for A Course on Statistics for Finance

Example text

3 Root Mean Square Deviation . . . . . . . . 4 Standard Deviation . . . . . . . . . . . . . . 5 Variance of a Distribution . . . . . . . . . . Higher Moments . . . . . . . . . . . . . . . . . . . . . . . . . Summarizing Distributions* . . . . . . . . . . . . . . . . . . . 1 Partitioning Distributions* . . . . . . . . . . . . . . . 2 Moment-Preservation Method* . . . . . . . . . . . . . Bivariate Data .

1 Data Aggregation . . . . . . . . . . . . . . 2 Stable Seasonal Pattern . . . . . . . . . . . Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chapter Exercises . . . . . . . . . . . . . . . . . . . . . . . . 1 Applied Exercises . . . . . . . . . . . . . . . . . . . . 2 Mathematical Exercises . . . . . . . . . . . . . . . . . Bibliography . . . . .

Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 What Is Statistics? 11 19 19 19 19 19 20 20 21 24 24 24 25 27 27 28 28 28 29 29 29 30 31 32 33 33 33 34 34 34 35 36 This chapter is a review of basic statistics. It begins with a discussion of the nature of data, variables, and statistical analysis. Then, in view of the fact that this book is mainly for a second course on statistics, the chapter proceeds with a few nonelementary items.

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A Course on Statistics for Finance by Stanley L. Sclove


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Categories: Probability Statistics