A Course on Statistics for Finance (Instructor Resources)
A Course on Statistics for Finance (Instructor Resources) by Stanley L. Sclove
English | 2012 | ISBN-13: 978-1439892541 | Instructor Resources | PDF | 0.9 MB
English | 2012 | ISBN-13: 978-1439892541 | Instructor Resources | PDF | 0.9 MB
Taking a data-driven approach, A Course on Statistics for Finance presents statistical methods for financial investment analysis. The author introduces regression analysis, time series analysis, and multivariate analysis step by step using models and methods from finance.
The book begins with a review of basic statistics, including descriptive statistics, kinds of variables, and types of data sets. It then discusses regression analysis in general terms and in terms of financial investment models, such as the capital asset pricing model and the Fama/French model. It also describes mean-variance portfolio analysis and concludes with a focus on time series analysis.