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.
| ISBN | 186152367X | | DEWEY edition | DC21 | | ISBN13 | 9781861523679
(What's this?) | | Pages | 408 | | Publisher | Cengage Learning EMEA | | Weight (grammes) | 727 | | Imprint | Cengage Learning EMEA | | Published in | London | | Format | Paperback | | Previous ISBN | 9780412608209 | | Publication date | 19 Dec 1996 | | Height (mm) | 246 | | Non-book description | x, 395 p. : | | Width (mm) | 189 | | Library of Congress | 96038878 | | Spine width (mm) | 21 | | DEWEY | 332.0151 | | Academic level | Undergraduate, Postgraduate, Professional / Scholarly |
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1. Mathematics of Interest Rate and Asset Returns (e.g. Time Value of Money) 2. The Basic Statistics of Finance (Measures of Location, Dispersion, Skewness, Kurtosis, Covariance and Correlation, Index Numbers) 3. Calculus 4.Probability Distributions of Asset Returns 5. Sampling Theory and Hypothesis Testing 6. Regression Analysis Applied to Finance 7. Time Series Analysis - Arch, Garch and Cointegration 8. Numerical Methods 9. Optimization 10. Stochastic Calculus 11. Multivariate Techniques
NOT TOO DIFFICULT AND WITH ENOUGH EXAMPLES AND EXPLAINATIONS BEGINERS COULD NOT SCARED FROM THE MATHS. -
JING LI
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