Verwandte Artikel zu Quantitative Methods in Finance
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Inhaltsangabe
This book progresses from a review of very basic financial mathematics such as simple and compound interest and the time value of money, to more complex statistical techniques such as generalized autoregressive conditional heteroskedasticity (GARCH) u a technique used in time series analysis. The book is in essence a maths and statistics textbook that is written in the context of the financial world u the book shows the application of the mathematical techniques presented in financial situations.
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Críticas
1. Interest rates and asset returns. 2. Presentation of data and descriptive statistics. 3. Calculus applied to finance. 4. Probability distributions: applications to asset returns. 5. Statistical inference: confidence intervals and hypothesis testing. 6. Regression analysis. 7. Time-series analysis. 8. Numerical methods. 9. Optimisation. 10. Continuous time mathematics in finance: asset prices as a stochastic process. 11. Multivariate analysis: principal component analysis and factor analysis. 12. Value at risk.
Reseña del editor
This book progresses from a review of very basic financial mathematics such as simple and compound interest and the time value of money, to more complex statistical techniques such as generalized autoregressive conditional heteroskedasticity (GARCH) u a technique used in time series analysis. The book is in essence a maths and statistics textbook that is written in the context of the financial world u the book shows the application of the mathematical techniques presented in financial situations.
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