Introduction to Statistical Methods for Financial Models

By Thomas A. Severini

Book Overview

This book introduces the use of statistical concepts and methods to model and analyze financial data, including the market model, the single-index model, and factor models. It contains detailed numerical examples using genuine financial data along with numerous exercises including both questions requiring analytic solutions and

• Format: Paperback
• Language: English
• ISBN: 0367657872
• ISBN13: 9780367657871
• Release Date: September 2020
• Publisher: CRC Press
• Length: 370 Pages
• Weight: 1.19 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"