Introduction To Statistical Methods For Financial Models

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.

• | Author: Thomas A. Severini
• | Publisher: Chapman & Hall/Crc
• | Publication Date: Jul 12, 2017
• | Number of Pages: NA pages
• | Language: English
• | Binding: Hardcover
• | ISBN-10: 1138198374
• | ISBN-13: 9781138198371