Introduction to Statistical Methods for Financial Models
Thomas A Severini
Taylor & Francis Ltd, 2017
157,50 €On orderDelivery: 2-3 weeks
This book introduces the use of statistical concepts and methods to model and analyze financial data, including the market model, the single-index model, and factor models. It contains detailed numerical examples using genuine financial data along with numerous exercises including both questions requiring analytic solutions and those requiring data analysis.
- ISBN-13
- 9781138198371
- ISBN-10
- 1138198374
- Publisher
- Taylor & Francis Ltd
- Year
- 2017
- Publication date
- 2017-07-12
- Pages
- 386
- Dimensions
- 199x250x25
- Weight
- 712