Quantitative Methods for Finance
Keith Parramore author Terry Watsham author
Format:Paperback
Publisher:Cengage Learning EMEA
Published:19th Dec '96
Currently unavailable, and unfortunately no date known when it will be back
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.
1. Mathematics of Interest Rate and Asset Returns (e.g. Time Value of Money) 2. The Basic Statistics of Finance (Measures of Location, Dispersion, Skewness, Kurtosis, Covariance and Correlation, Index Numbers) 3. Calculus 4.Probability Distributions of Asset Returns 5. Sampling Theory and Hypothesis Testing 6. Regression Analysis Applied to Finance 7. Time Series Analysis - Arch, Garch and Cointegration 8. Numerical Methods 9. Optimization 10. Stochastic Calculus 11. Multivariate Techniques
ISBN: 9781861523679
Dimensions: 243mm x 187mm x 25mm
Weight: 772g
560 pages
New edition