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

By: Contributor(s): Material type: TextLanguage: 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
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
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