A Course on Statistics for Finance
Material type:
TextPublication details: CRC Press 2013 Boca RatonDescription: 251pISBN: - 9781439892541
- 519.5 SCL
| Item type | Current library | Item location | Collection | Call number | Status | Date due | Barcode | Item holds | |
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Book
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NIMA Knowledge Centre | 9th Floor Reading Zone | General | 519.5 SCL (Browse shelf(Opens below)) | Available | M0031763 |
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| 519.5 SAP Timing | 519.5 SAV Statistical Methods: The Geometric Approach | 519.5 SCH Understanding Statistics Using R | 519.5 SCL A Course on Statistics for Finance | 519.5 SIE Nonparametric Statistics for the Behavioural Sciences | 519.5 SIE Practical Business Statistics | 519.5 SIE Practical Business Statistics |
Part I: Introductory Concepts and Definitions
1. Review of Basic Statistics
2. Stock Price Series and Rates of Return
3. Several Stocks and Their Rates of Return
Part II: Regression
4. Simple Linear Regression; CAPM and Beta
5. Multiple Regression and Market Models
Part III: Portfolio Analysis
6. Mean-Variance Portfolio Analysis
7. Utility-Based Portfolio Analysis
Part IV: Time Series Analysis
8. Introduction to Time Series Analysis
9. Regime Switching Models
Appendix A: Vectors and Matrices
Appendix B: Normal Distributions
Appendix C: Lagrange Multipliers
Appendix D: Abbreviations and Symbols
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