Items related to Quantitative Methods in Finance
Synopsis
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.
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About the Author
Terry Watsham is Principal Lecturer in Finance at the University of Brighton.
Review
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. Optimisation. 10. Continuous time mathematics in finance: asset prices as a stochastic process. 11. Multivariate analysis: principal component analysis and factor analysis. 12. Value at risk.
"About this title" may belong to another edition of this title.
- PublisherCengage Learning
- Publication date2011
- ISBN 10 1844801187
- ISBN 13 9781844801183
- BindingPaperback
- LanguageEnglish
- Edition number2
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