Quantitative Methods for Finance - Softcover

Parramore, Keith; Watsham, Terry

Softcover

ISBN 10: 186152367X ISBN 13: 9781861523679

Publisher: Cengage Learning EMEA, 1996

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.

About this title

Review:

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

Synopsis:

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.

About this edition

• Publisher: Cengage Learning EMEA
• Publication date: 1996
• ISBN 10: 186152367X
• ISBN 13: 9781861523679
• Binding: Paperback
• Number of pages: 560