Quantitative methods in finance / Terry J. Watsham and Keith Parramore.
Material type:
TextPublisher: London : International Thomson Business Press, c1997Edition: First editionDescription: x, 393 pages : 20 cmContent type: text Media type: unmediated Carrier type: volumeISBN: 0412608200 [newsprint]Subject(s): Finance -- Mathematical models
| Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Book
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332 W33 1997 (Browse shelf) | Available | 3UCBL000021705 |
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.
BSBA-Financial Management
English
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