Quantitative Methods in Finance by Terry J. Watsham
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Quantitative Methods in Finance
Summary
This text explains the mathematical and statistical applications relevant to modern financial instruments and risk management techniques. It progresses at a comfortable pace for those with less mathematical expertise yet reaches a high level of analysis for the more experienced.
Quantitative Methods in Finance Summary
Table of Contents
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.
Additional information
GOR009393747
9780412608209
0412608200
Quantitative Methods in Finance by Terry J. Watsham
Used - Good
Paperback
Cengage Learning EMEA
1996-11-21
350
N/A
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