A Course on Statistics for Finance (Record no. 102308)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01205aam a2200205 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160811204718.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160605b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781439892541 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.5 |
| Item number | SCL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Sclove, Stanley L. |
| 9 (RLIN) | 4268 |
| 245 ## - TITLE STATEMENT | |
| Title | A Course on Statistics for Finance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | CRC Press |
| Date of publication, distribution, etc. | 2013 |
| Place of publication, distribution, etc. | Boca Raton |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 251p |
| 500 ## - GENERAL NOTE | |
| General note | Part I: Introductory Concepts and Definitions<br/>1. Review of Basic Statistics<br/>2. Stock Price Series and Rates of Return<br/>3. Several Stocks and Their Rates of Return<br/><br/>Part II: Regression<br/>4. Simple Linear Regression; CAPM and Beta<br/>5. Multiple Regression and Market Models<br/><br/>Part III: Portfolio Analysis<br/>6. Mean-Variance Portfolio Analysis<br/>7. Utility-Based Portfolio Analysis<br/><br/>Part IV: Time Series Analysis<br/>8. Introduction to Time Series Analysis<br/>9. Regime Switching Models<br/><br/>Appendix A: Vectors and Matrices<br/>Appendix B: Normal Distributions<br/>Appendix C: Lagrange Multipliers<br/>Appendix D: Abbreviations and Symbols |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Finance - Statistical Methods |
| 9 (RLIN) | 4269 |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Investment Analysis - Statistical Methods |
| 9 (RLIN) | 5894 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Call number prefix | 519.5 |
| Call number suffix | SCL |
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