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

By Stanley L. Sclove

ISBN-10: 1439892547

ISBN-13: 9781439892541

ISBN-10: 1439892555

ISBN-13: 9781439892558

Taking a data-driven strategy, A path on facts for Finance provides statistical equipment for monetary funding research. the writer introduces regression research, time sequence research, and multivariate research step-by-step utilizing versions and strategies from finance.

The booklet starts with a evaluate of easy statistics, together with descriptive information, types of variables, and kinds of information units. It then discusses regression research typically phrases and by way of monetary funding types, akin 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 straight forward records classes and quantitative finance classes, this article is helping either current and destiny quants increase their facts research abilities and higher comprehend the modeling process.

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Extra info for A Course on Statistics for Finance

Sample text

1 Covariance and Correlation . . . . . . . . . . . . . . . 1 Computational Formulas . . . . . . . . . . . 2 Covariance, Regression Cooefficient, and Correlation Coefficient . . . . . . . . . . . . 2 Covariance of a Bivariate Distribution . . . . . . . . . Three Variables . . . . . . . . . . . . . . . . . . . . . . . . . 1 Pairwise Correlations . . . . . . . . . . . . . . . . . . 2 Partial Correlation .

Summarizing Distributions* . . . . . . . . . . . . . . . . . . . 1 Partitioning Distributions* . . . . . . . . . . . . . . . 2 Moment-Preservation Method* . . . . . . . . . . . . . Bivariate Data . . . . . . . . . . . . . . . . . . . . . . . . . . 1 Covariance and Correlation . . . . . . . . . . . . . . . 1 Computational Formulas . . . . . . . . . . . 2 Covariance, Regression Cooefficient, and Correlation Coefficient .

1 Partitioning Distributions* . . . . . . . . . . . . . . . 2 Moment-Preservation Method* . . . . . . . . . . . . . Bivariate Data . . . . . . . . . . . . . . . . . . . . . . . . . . 1 Covariance and Correlation . . . . . . . . . . . . . . . 1 Computational Formulas . . . . . . . . . . . 2 Covariance, Regression Cooefficient, and Correlation Coefficient . . . . . . . . . . . . 2 Covariance of a Bivariate Distribution .

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