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Quantitative methods in finance / Terry J. Watsham and Keith Parramore.

By: Contributor(s): Material type: TextTextLanguage: English Publisher: London : International Thomson Business Press, 1997Description: x, 395 s. ill. 25cmISBN:
  • 186152367X
Subject(s): DDC classification:
  • 510.24332 22
Other classification:
  • Qb:dd
  • Qbcd
Contents:
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
Holdings
Item type Current library Call number Status Barcode
Book Högskolan Väst Övre plan / Upper floor 519 Watsham Available 6005320023859
Total holds: 0

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