Quantitative methods in finance / Terry J. Watsham and Keith Parramore.
Material type:
- 186152367X
- 510.24332 22
- Qb:dd
- Qbcd
Item type | Current library | Call number | Status | Barcode | |
---|---|---|---|---|---|
Book | Högskolan Väst Övre plan / Upper floor | 519 Watsham | Available | 6005320023859 |
Includes index
1.; Interest rates and asset returns --; 2.; Presentation of data and descriptive statistics --; 3.; Calculus applied to finance --; 4.; Probability distributions: applications to asset returns --; 5.; Statistical inference: confidence intervals and hypothesis testing --; 6.; Regression analysis --; 7.; Time-series analysis --; 8.; Numerical methods --; 9.; Optimization --; 10.; Continuous time mathematics in finance: asset prices as a stochastic process --; 11.; Multivariate analysis: principal components analysis and factor analysis