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Author :
Publisher :
ISBN 13 :
Total Pages : 410 pages
Book Rating : 4.:/5 (949 download)
Download or read book Investment Mathematics and Statistics written by and published by . This book was released on 1993 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Andrew T. Adams
Publisher : John Wiley & Sons
ISBN 13 : 0470859180
Total Pages : 436 pages
Book Rating : 4.4/5 (78 download)
Download or read book Investment Mathematics written by Andrew T. Adams and published by John Wiley & Sons. This book was released on 2003-07-01 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investment Mathematics provides an introductory analysis of investments from a quantitative viewpoint, drawing together many of the tools and techniques required by investment professionals. Using these techniques, the authors provide simple analyses of a number of securities including fixed interest bonds, equities, index-linked bonds, foreign currency and derivatives. The book concludes with coverage of other applications, including modern portfolio theory, portfolio performance measurement and stochastic investment models.
Author : A. Adams
Publisher : Springer
ISBN 13 : 9781853339370
Total Pages : 428 pages
Book Rating : 4.3/5 (393 download)
Download or read book Investment Mathematics and Statistics written by A. Adams and published by Springer. This book was released on 1993-10-31 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a basis for understanding investment mathemaics and statistics, together with more advanced applications in investment analysis. A special feature is the large number of worked examples illustrating the theoretical concepts discussed.
Author : A. Adams
Publisher : Springer
ISBN 13 : 9781853339370
Total Pages : 480 pages
Book Rating : 4.3/5 (393 download)
Download or read book Investment Mathematics and Statistics written by A. Adams and published by Springer. This book was released on 1993-10-31 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a basis for understanding investment mathemaics and statistics, together with more advanced applications in investment analysis. A special feature is the large number of worked examples illustrating the theoretical concepts discussed.
Author : Clifford Sherry
Publisher : Global Professional Pub
ISBN 13 : 9781906403560
Total Pages : 256 pages
Book Rating : 4.4/5 (35 download)
Download or read book Mathematics of Technical Analysis written by Clifford Sherry and published by Global Professional Pub. This book was released on 2014-07-30 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investors are firmly entrenched in two camps: those who believe that economic and financial fundamentals are the keys to investment, and those who prefer some form of technical analysis. To serve those who prefer technical analysis, the author in this second edition has written a practical, useful and comprehensive guide to technical analysis. As in the previous edition, he models this book after Schaum's mathematical outlines and will provides detailed examples without leaving out any steps. The book provides instructions on how to use statistical tests to determine if an economically-important time series is stationary or not stationary, random or non-random, and independent or dependent. In addition, he discusses and calculates serial correlation, runs and persistence, averaging and the pattern detection techniques: densitogram, periodogram, triggered categorized price histograms, and the temporal correlogram.
Author : Sergio M. Focardi
Publisher : John Wiley & Sons
ISBN 13 : 0471674230
Total Pages : 802 pages
Book Rating : 4.4/5 (716 download)
Download or read book The Mathematics of Financial Modeling and Investment Management written by Sergio M. Focardi and published by John Wiley & Sons. This book was released on 2004-04-12 with total page 802 pages. Available in PDF, EPUB and Kindle. Book excerpt: the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance-enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to key mathematical techniques-matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization-as well as show you how these techniques are successfully implemented in the world of modern finance. Special emphasis is placed on the new mathematical tools that allow a deeper understanding of financial econometrics and financial economics. Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and cointegration are discussed in depth. Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where these techniques are applied. They also cover a variety of useful financial applications, such as: * Arbitrage pricing * Interest rate modeling * Derivative pricing * Credit risk modeling * Equity and bond portfolio management * Risk management * And much more Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling & Investment Management clearly ties together financial theory and mathematical techniques.
Author : Michael B. Miller
Publisher : John Wiley & Sons
ISBN 13 : 1118750292
Total Pages : 341 pages
Book Rating : 4.1/5 (187 download)
Download or read book Mathematics and Statistics for Financial Risk Management written by Michael B. Miller and published by John Wiley & Sons. This book was released on 2013-12-31 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics. Now in its second edition with more topics, more sample problems and more real world examples, this popular guide to financial risk management introduces readers to practical quantitative techniques for analyzing and managing financial risk. In a concise and easy-to-read style, each chapter introduces a different topic in mathematics or statistics. As different techniques are introduced, sample problems and application sections demonstrate how these techniques can be applied to actual risk management problems. Exercises at the end of each chapter and the accompanying solutions at the end of the book allow readers to practice the techniques they are learning and monitor their progress. A companion Web site includes interactive Excel spreadsheet examples and templates. Mathematics and Statistics for Financial Risk Management is an indispensable reference for today’s financial risk professional.
Author : Ansgar Steland
Publisher : John Wiley & Sons
ISBN 13 : 1118316568
Total Pages : 355 pages
Book Rating : 4.1/5 (183 download)
Download or read book Financial Statistics and Mathematical Finance written by Ansgar Steland and published by John Wiley & Sons. This book was released on 2012-06-21 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. Mathematically rigorous and yet accessible to advanced level practitioners and mathematicians alike, it considers various aspects of the application of statistical methods in finance and illustrates some of the many ways that statistical tools are used in financial applications. Financial Statistics and Mathematical Finance: Provides an introduction to the basics of financial statistics and mathematical finance. Explains the use and importance of statistical methods in econometrics and financial engineering. Illustrates the importance of derivatives and calculus to aid understanding in methods and results. Looks at advanced topics such as martingale theory, stochastic processes and stochastic integration. Features examples throughout to illustrate applications in mathematical and statistical finance. Is supported by an accompanying website featuring R code and data sets. Financial Statistics and Mathematical Finance introduces the financial methodology and the relevant mathematical tools in a style that is both mathematically rigorous and yet accessible to advanced level practitioners and mathematicians alike, both graduate students and researchers in statistics, finance, econometrics and business administration will benefit from this book.
Author : Patrick Boyle
Publisher :
ISBN 13 :
Total Pages : 304 pages
Book Rating : 4.6/5 (448 download)
Download or read book Statistics for the Trading Floor written by Patrick Boyle and published by . This book was released on 2020-05-14 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistics for the Trading Floor: Data Science for Investing is the best book on statistics for investing. Written for professionals by a professional trader and hedge fund manager, the book gives a thorough grounding in quantitative methods used by investing professionals.
Author : David Lovelock
Publisher : Springer Science & Business Media
ISBN 13 : 0387681116
Total Pages : 297 pages
Book Rating : 4.3/5 (876 download)
Download or read book An Introduction to the Mathematics of Money written by David Lovelock and published by Springer Science & Business Media. This book was released on 2007-04-05 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an undergraduate textbook on the basic aspects of personal savings and investing with a balanced mix of mathematical rigor and economic intuition. It uses routine financial calculations as the motivation and basis for tools of elementary real analysis rather than taking the latter as given. Proofs using induction, recurrence relations and proofs by contradiction are covered. Inequalities such as the Arithmetic-Geometric Mean Inequality and the Cauchy-Schwarz Inequality are used. Basic topics in probability and statistics are presented. The student is introduced to elements of saving and investing that are of life-long practical use. These include savings and checking accounts, certificates of deposit, student loans, credit cards, mortgages, buying and selling bonds, and buying and selling stocks. The book is self contained and accessible. The authors follow a systematic pattern for each chapter including a variety of examples and exercises ensuring that the student deals with realities, rather than theoretical idealizations. It is suitable for courses in mathematics, investing, banking, financial engineering, and related topics.
Author : Svetlozar T. Rachev
Publisher : John Wiley & Sons
ISBN 13 : 0470400935
Total Pages : 676 pages
Book Rating : 4.4/5 (74 download)
Download or read book Probability and Statistics for Finance written by Svetlozar T. Rachev and published by John Wiley & Sons. This book was released on 2010-09-07 with total page 676 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm understanding of this discipline. Probability and Statistics for Finance addresses this issue by showing you how to apply quantitative methods to portfolios, and in all matter of your practices, in a clear, concise manner. Informative and accessible, this guide starts off with the basics and builds to an intermediate level of mastery. • Outlines an array of topics in probability and statistics and how to apply them in the world of finance • Includes detailed discussions of descriptive statistics, basic probability theory, inductive statistics, and multivariate analysis • Offers real-world illustrations of the issues addressed throughout the text The authors cover a wide range of topics in this book, which can be used by all finance professionals as well as students aspiring to enter the field of finance.
Author : David Ruppert
Publisher : Springer
ISBN 13 : 1493926144
Total Pages : 736 pages
Book Rating : 4.4/5 (939 download)
Download or read book Statistics and Data Analysis for Financial Engineering written by David Ruppert and published by Springer. This book was released on 2015-04-21 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities of data. To make use of this data, the powerful methods in this book for working with quantitative information, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra. Practicing financial engineers will also find this book of interest.
Author : Tze Leung Lai
Publisher : Springer Science & Business Media
ISBN 13 : 0387778268
Total Pages : 363 pages
Book Rating : 4.3/5 (877 download)
Download or read book Statistical Models and Methods for Financial Markets written by Tze Leung Lai and published by Springer Science & Business Media. This book was released on 2008-07-25 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M. S. program in ?nancial mathematics at Stanford, which is an interdisciplinary program that aims to provide a master’s-level education in applied mathematics, statistics, computing, ?nance, and economics. Students in the programhad di?erent backgroundsin statistics. Some had only taken a basic course in statistical inference, while others had taken a broad spectrum of M. S. - and Ph. D. -level statistics courses. On the other hand, all of them had already taken required core courses in investment theory and derivative pricing, and STATS 240 was supposed to link the theory and pricing formulas to real-world data and pricing or investment strategies. Besides students in theprogram,thecoursealso attractedmanystudentsfromother departments in the university, further increasing the heterogeneity of students, as many of them had a strong background in mathematical and statistical modeling from the mathematical, physical, and engineering sciences but no previous experience in ?nance. To address the diversity in background but common strong interest in the subject and in a potential career as a “quant” in the ?nancialindustry,thecoursematerialwascarefullychosennotonlytopresent basic statistical methods of importance to quantitative ?nance but also to summarize domain knowledge in ?nance and show how it can be combined with statistical modeling in ?nancial analysis and decision making. The course material evolved over the years, especially after the second author helped as the head TA during the years 2004 and 2005.
Author : Robert J Elliott
Publisher : Springer Science & Business Media
ISBN 13 : 1475771460
Total Pages : 298 pages
Book Rating : 4.4/5 (757 download)
Download or read book Mathematics of Financial Markets written by Robert J Elliott and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the mathematics that underpins pricing models for derivative securities such as options, futures and swaps in modern markets. Models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory.
Author : John B. Guerard, Jr.
Publisher : Springer Science & Business Media
ISBN 13 : 1461452392
Total Pages : 245 pages
Book Rating : 4.4/5 (614 download)
Download or read book Introduction to Financial Forecasting in Investment Analysis written by John B. Guerard, Jr. and published by Springer Science & Business Media. This book was released on 2013-01-04 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting—the art and science of predicting future outcomes—has become a crucial skill in business and economic analysis. This volume introduces the reader to the tools, methods, and techniques of forecasting, specifically as they apply to financial and investing decisions. With an emphasis on "earnings per share" (eps), the author presents a data-oriented text on financial forecasting, understanding financial data, assessing firm financial strategies (such as share buybacks and R&D spending), creating efficient portfolios, and hedging stock portfolios with financial futures. The opening chapters explain how to understand economic fluctuations and how the stock market leads the general economic trend; introduce the concept of portfolio construction and how movements in the economy influence stock price movements; and introduce the reader to the forecasting process, including exponential smoothing and time series model estimations. Subsequent chapters examine the composite index of leading economic indicators (LEI); review financial statement analysis and mean-variance efficient portfolios; and assess the effectiveness of analysts’ earnings forecasts. Using data from such firms as Intel, General Electric, and Hitachi, Guerard demonstrates how forecasting tools can be applied to understand the business cycle, evaluate market risk, and demonstrate the impact of global stock selection modeling and portfolio construction.
Author : Stanley L. Sclove
Publisher : CRC Press
ISBN 13 : 1315362848
Total Pages : 280 pages
Book Rating : 4.3/5 (153 download)
Download or read book A Course on Statistics for Finance written by Stanley L. Sclove and published by CRC Press. This book was released on 2018-09-03 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Johannes Voit
Publisher : Springer Science & Business Media
ISBN 13 : 3662044234
Total Pages : 227 pages
Book Rating : 4.6/5 (62 download)
Download or read book The Statistical Mechanics of Financial Markets written by Johannes Voit and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: A careful examination of the interaction between physics and finance. It takes a look at the 100-year-long history of co-operation between the two fields and goes on to provide new research results on capital markets - taken from the field of statistical physics. The random walk model, well known in physics, is one good example of where the two disciplines meet. In the world of finance it is the basic model upon which the Black-Scholes theory of option pricing and hedging has been built. The underlying assumptions are discussed using empirical financial data and analogies to physical models such as fluid flows, turbulence, or superdiffusion. On this basis, new theories of derivative pricing and risk control can be formulated.
