Statistics for Business, Finance & Economics

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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...

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...

Applied Time Series Analysis with R, Second Edition

Wayne A. Woodward, Henry L. Gray, Alan C. Elliott
December 20, 2016

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...

Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong
December 15, 2016

The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies,...

A Concise Introduction to Statistical Inference

Jacco Thijssen
December 15, 2016

This short book introduces the main ideas of statistical inference in a way that is both user friendly and mathematically sound. Particular emphasis is placed on the common foundation of many models used in practice. In addition, the book focuses on the formulation of appropriate statistical models...

A Factor Model Approach to Derivative Pricing

James A. Primbs
December 08, 2016

Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and unifying approach provides for a broad treatment of...

Quantitative Techniques in Business, Management and Finance: A Case-Study Approach

Umeshkumar Dubey, D P Kothari, G K Awari
November 22, 2016

This book is especially relevant to undergraduates, postgraduates and researchers studying quantitative techniques as part of business, management and finance. It is an interdisciplinary book that covers all major topics involved at the interface between business and management on the one hand and...

Financial Econometrics Using Stata

Simona Boffelli, Giovanni Urga
November 01, 2016

Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate...

Computational Actuarial Science with R

Arthur Charpentier
October 27, 2016

A Hands-On Approach to Understanding and Using Actuarial Models Computational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers...

A User's Guide to Business Analytics

Ayanendranath Basu, Srabashi Basu
October 20, 2016

A User's Guide to Business Analytics provides a comprehensive discussion of statistical methods useful to the business analyst. Methods are developed from a fairly basic level to accommodate readers who have limited training in the theory of statistics. A substantial number of case studies and...