Introduction to Statistical Methods for Financial Models

By:

Thomas A. Severini

Format:

Hardback

Series:

Chapman & Hall/CRC Texts in Statistical Science

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Description

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. The audience for the book is students majoring in Statistics and Economics as well as in quantitative fields such as Mathematics and Engineering. Readers are assumed to have some background in statistical methods along with courses in multivariate calculus and linear algebra.

Author Biography:

Thomas A. Severini is a professor of statistics at Northwestern University. He is a fellow of the American Statistical Association and the author of Likelihood Methods in Statistics and Elements of Distribution Theory. He received his PhD in statistics from the University of Chicago. His research areas include likelihood inference, nonparametric and semiparametric methods, and applications to econometrics.

Release date Australia

July 12th, 2017

Author

Thomas A. Severini

Audiences

General (US: Trade)
Tertiary Education (US: College)

Illustrations

27 Line drawings, black and white; 6 Halftones, black and white; 33 Illustrations, black and white

Pages

386

Series

Chapman & Hall/CRC Texts in Statistical Science

ISBN-13

9781138198371

Product ID

26764127

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