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Description of Quantitative Methods for Finance

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.

Title Information

ISBN:

9781861523679

Pages:

560 pages

Format:

Paperback

Product Code:

10682

Publisher:

Cengage Learning EMEA

Published:

19/12/1996

Edition:

2nd Revised edition

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Contents of Quantitative Methods for Finance

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. Optimization

10. Continuous Time Mathematics in Finance: Asset Prices as a Stochastic Process

11. Multivariate Analysis: Principal Components Analysis and Factor Analysis

Appendix: Statistical Tables Index