Statistics for Business, Finance & Economics

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Introduction to Statistical Methods for Financial Models

Thomas A Severini
July 19, 2017

This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data. The ten chapters of the book fall naturally into three sections. Chapters 1 to 3 cover some basic concepts of finance, focusing on the properties of returns on an asset. Chapters 4...

Stochastic Dominance and Applications to Finance, Risk and Economics

Songsak Sriboonchita, Wing-Keung Wong, Sompong Dhompongsa, Hung T. Nguyen
June 28, 2017

Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making. It provides basic background on SD for various areas of applications. Useful...

Stochastic Finance: A Numeraire Approach

Jan Vecer
June 14, 2017

Unlike much of the existing literature, Stochastic Finance: A Numeraire Approach treats price as a number of units of one asset needed for an acquisition of a unit of another asset instead of expressing prices in dollar terms exclusively. This numeraire approach leads to simpler pricing options for...

Operational Risk Modelling and Management

Claudio Franzetti
June 07, 2017

Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk. It also examines a multitude of management issues that must be considered when adjusting the quantitative results of...

Handbook of Empirical Economics and Finance

Aman Ullah, David E. A. Giles
June 07, 2017

Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields....

Stock Market Volatility

Greg N. Gregoriou
May 31, 2017

Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who...

The Banking Crisis Handbook

Greg N Gregoriou
May 22, 2017

Explores the Origin of the Recent Banking Crisis and how to Preclude Future Crises Shedding new light on the recent worldwide banking debacle, The Banking Crisis Handbook presents possible remedies as to what should have been done prior, during, and after the crisis. With contributions from...

Introduction to Financial Models for Management and Planning, Second Edition

James R. Morris, John P. Daley
May 15, 2017

A properly structured financial model can provide decision makers with a powerful planning tool that helps them identify the consequences of their decisions before they are put into practice. Introduction to Financial Models for Management and Planning, Second Edition enables professionals and...

Flexible Regression and Smoothing: Using GAMLSS in R

Mikis D. Stasinopoulos, Robert A. Rigby, Gillian Z. Heller, Vlasios Voudouris, Fernanda De Bastiani
May 08, 2017

This book is about learning from data using the Generalized Additive Models for Location, Scale and Shape (GAMLSS). GAMLSS extends the Generalized Linear Models (GLMs) and Generalized Additive Models (GAMs) to accommodate large complex datasets, which are increasingly prevalent. GAMLSS allows any...

An Introduction to Excel VBA Programming: with Applications in Finance and Insurance

Guojun Gan
April 07, 2017

Excel Visual Basic for Applications (VBA) can be used to automate operations in Excel and is one of the most frequently used software programs for manipulating data and building models in banks and insurance companies. An Introduction to Excel VBA Programming: with Applications in Finance and...

Applied Time Series Analysis with R, Second Edition

Wayne A. Woodward, Henry L. Gray, Alan C. Elliott
January 05, 2017

Virtually any random process developing chronologically can be viewed as a time series. In economics closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series...

C++ for Financial Mathematics

John Armstrong
December 21, 2016

If you know a little bit about financial mathematics but don’t yet know a lot about programming, then C++ for Financial Mathematics is for you. C++ is an essential skill for many jobs in quantitative finance, but learning it can be a daunting prospect. This book gathers together everything you need...