Quantitative Methods for Finance / Edition 1 available in Paperback
- Pub. Date:
- Cengage Learning EMEA Higher Education
This text explains in an intuitive yet rigorous way the mathematical and statistical applications relevant to modern financial instruments and risk management techniques. It progresses at a pace that is comfortable for those with less mathematical expertise yet reaches a level of analysis that will reward even the most experienced. The strong applied emphasis makes this book ideal for anyone who is seriously interested in mastering the quantitative techniques underpinning modern financial decision making.
|Publisher:||Cengage Learning EMEA Higher Education|
|Edition description:||First Edition|
|Product dimensions:||7.40(w) x 9.70(h) x 1.00(d)|
About the Author
Terry Watsham is Principal Lecturer in Finance at the University of Brighton.
Keith Parramore is based at the University of Brighton
Table of Contents
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. Optimization. 10. Continuous Time Mathematics in Finance: Asset Prices as a Stochastic Process. 11. Multivariate Analysis: Principal Components Analysis and Factor Analysis. Appendix: Statistical Tables. Index.