Watsham, Terry J.
Quantitative methods in finance / Terry J. Watsham and Keith Parramore. - First edition. - London : International Thomson Business Press, c1997. - x, 393 pages : 20 cm
Contents: 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.
English
0412608200 [newsprint]
Finance--Mathematical models.
Quantitative methods in finance / Terry J. Watsham and Keith Parramore. - First edition. - London : International Thomson Business Press, c1997. - x, 393 pages : 20 cm
Contents: 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.
English
0412608200 [newsprint]
Finance--Mathematical models.