Introduction to statistical methods for financial models

dc.contributor.author	Severini, Thomas A.
dc.date.issued	2018
dc.identifier.isbn	9781315270388
dc.identifier.isbn	9781351981910
dc.identifier.uri	https://thuvienso.hoasen.edu.vn/handle/123456789/11208
dc.description.abstract	This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data. The ten chapters of the book fall naturally into three sections. Chapters 1 to 3 cover some basic concepts of finance, focusing on the properties of returns on an asset. Chapters 4 through 6 cover aspects of portfolio theory and the methods of estimation needed to implement that theory. The remainder of the book, Chapters 7 through 10, discusses several models for financial data, along with the implications of those models for portfolio theory and for understanding the properties of return data.
dc.format	xvi, 370 p. : ill.
dc.language.iso	en
dc.publisher	CRC Press
dc.relation.ispartofseries	Text in statistical science
dc.subject	Finance
dc.subject	Statistical methods
dc.subject	Mathematical models
dc.title	Introduction to statistical methods for financial models
dc.type	Book