A Course on Statistics for Finance

Stanley L. Sclove

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December 6, 2012 by Chapman and Hall/CRC
Textbook - 269 Pages - 4 B/W Illustrations
ISBN 9781439892541 - CAT# K14149

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Features

  • Incorporates both applied statistics and mathematical statistics
  • Covers fundamental statistical concepts and tools, including averages, measures of variability, histograms, non-numerical variables, rates of return, and univariate, multivariate, two-way, and seasonal data sets
  • Presents a careful development of regression, from simple to more complex models
  • Integrates regression and time series analysis with applications in finance
  • Requires no prior background in finance
  • Includes many exercises within and at the end of each chapter

Figure slides available upon qualifying course adoption

Summary

Taking a data-driven approach, A Course on Statistics for Finance presents statistical methods for financial investment analysis. The author introduces regression analysis, time series analysis, and multivariate analysis step by step using models and methods from finance.

The book begins with a review of basic statistics, including descriptive statistics, kinds of variables, and types of data sets. It then discusses regression analysis in general terms and in terms of financial investment models, such as the capital asset pricing model and the Fama/French model. It also describes mean-variance portfolio analysis and concludes with a focus on time series analysis.

Providing the connection between elementary statistics courses and quantitative finance courses, this text helps both existing and future quants improve their data analysis skills and better understand the modeling process.

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