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Introduction to Statistical Methods for Financial Models. 金融モデルの統計的方法入門
・ISBN 978-1-138-19837-1 2018 hard GB£ 103.99
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・ISBN 978-0-367-65787-1 2020 paper GB£ 54.99
￥17,420.- (税込) ※（※）価格はご注文時の参考価格となります。
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-315-27038-8
| 著者・編者 | Severini, Thomas A., |
|---|---|
| シリーズ | Chapman & Hall/CRC Texts in Statistical Science |
| 出版社 | (Chapman & Hall / CRC, US) |
| ページ数 | 386 pp. |
| 言語 | ENG |
| ニュース番号 | ＜639-577 639-L496＞ |
解説
This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data. The ten chapters of the book fall naturally into three sections. Chapters 1 to 3 cover some basic concepts of finance, focusing on the properties of returns on an asset. Chapters 4 through 6 cover aspects of portfolio theory and the methods of estimation needed to implement that theory. The remainder of the book, Chapters 7 through 10, discusses several models for financial data, along with the implications of those models for portfolio theory and for understanding the properties of return data.
The audience for the book is students majoring in Statistics and Economics as well as in quantitative fields such as Mathematics and Engineering. Readers are assumed to have some background in statistical methods along with courses in multivariate calculus and linear algebra.