A Course on Statistics for Finance by Stanley L. Sclove

By Stanley L. Sclove

Taking a data-driven strategy, A direction on facts for Finance offers statistical tools for monetary funding research. the writer introduces regression research, time sequence research, and multivariate research step-by-step utilizing types and techniques from finance.

The ebook starts off with a overview of easy information, together with descriptive records, varieties of variables, and kinds of knowledge units. It then discusses regression research regularly phrases and when it comes to monetary funding types, similar 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 straightforward records classes and quantitative finance classes, this article is helping either current and destiny quants increase their facts research talents and higher comprehend the modeling process.

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