A Course on Statistics for Finance

By:

Sclove, Stanley L

Material type: Text

TextPublication details: CRC Press 2013 Boca RatonDescription: 251pISBN:

9781439892541

Subject(s):

DDC classification:

519.5 SCL

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	519.5 SCL (Browse shelf(Opens below))	Available		M0031763

Total holds: 0

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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