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

Quantitative Methods for Finance cover

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