Statistical Models and Methods for Financial Markets (Springer Texts in Statistics) (PDF/EPUB Version)

$18.99

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.

eBook features:

Highlight, take notes, and search in the book
In this edition, page numbers are just like the physical edition
Create digital flashcards instantly

“Sun Certified System Administrator for Solaris 10 Study Guide (Exams CX-310-200 & CX-310-202) (Certification Press) (PDF/EPUB Version)” has been added to your cart. Continue shopping

“.NET 7 for Jobseekers: Elevate your coding journey with .NET 7 (PDF/EPUB Version)” has been added to your cart. Continue shopping

“Singing a Different Tune: The Slavic Film Musical in a Transnational Context (PDF/EPUB Version)” has been added to your cart. Continue shopping

“(ISC)2 CCSP Certified Cloud Security Professional Official Study Guide (PDF/EPUB Version)” has been added to your cart. Continue shopping

““Vaudeville Indians†? on Global Circuits, 1880s-1930s (PDF/EPUB Version)” has been added to your cart. Continue shopping

““That s*it will never sell!”: The real story behind Baileys Irish Cream and other great drinks brands (PDF/EPUB Version)” has been added to your cart. Continue shopping

“(Im)mobile Homes: Family Life at a Distance in the Age of Mobile Media (PDF/EPUB Version)” has been added to your cart. Continue shopping

“This shark, swallow you whole: Essays on the Cultural Influence of Jaws (PDF/EPUB Version)” has been added to your cart. Continue shopping

““Big Week” 1944: Operation Argument and the breaking of the Jagdwaffe (PDF/EPUB Version)” has been added to your cart. Continue shopping

Click to enlarge

Add to wishlist

Description

Statistical Models and Methods for Financial Markets (Springer Texts in Statistics) (PDF/EPUB Version)

Important: No Access Code

Architecture and Authority in Japan (ISSN) (PDF/EPUB Version)

Compassion Fatigue: How the Media Sell Disease, Famine, War and Death (PDF/EPUB Version)

George DeWolfe’s Digital Photography Fine Print Workshop (PDF/EPUB Version)

Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment and Finance) (PDF/EPUB Version)

Say It With Presentations, 2E Rev and Exp Ed (PB): How to Design and Deliver Successful Business Presentations (PDF/EPUB Version)

The Day Trader’s Guide to Technical Analysis: How to Use Chart Patterns, Level II and Time of Sales to Profit in Electronic Markets (PDF/EPUB Version)

Tiberius the Politician (Roman Imperial Biographies) (PDF/EPUB Version)

Urban World/Global City (PDF/EPUB Version)

Statistical Models and Methods for Financial Markets (Springer Texts in Statistics) (PDF/EPUB Version)

Important: No Access Code

Related products