Download PDF by Stanley L. Sclove: A Course on Statistics for Finance

By Stanley L. Sclove

ISBN-10: 1439892547

ISBN-13: 9781439892541

Taking a data-driven method, A path on information for Finance offers statistical tools for monetary funding research. the writer introduces regression research, time sequence research, and multivariate research step-by-step utilizing versions and techniques from finance.

The publication starts off with a assessment of uncomplicated records, together with descriptive statistics, different types of variables, and kinds of information units. It then discusses regression research usually phrases and by way of monetary funding versions, comparable to the capital asset pricing version and the Fama/French version. It additionally describes mean-variance portfolio research and concludes with a spotlight on time sequence analysis.

Providing the relationship among user-friendly statistics classes and quantitative finance classes, this article is helping either latest and destiny quants enhance their information research talents and higher comprehend the modeling process.

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A Course on Statistics for Finance by Stanley L. Sclove

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