QUANTITATIVE METHODS IN FINANCE WATSHAM T., PARRAMORE K. Księgarnia

This text explains in an intuitive yet rigorous way the mathematical and statistical applications relevant to modern financial instruments and risk management techniques. It progresses at a pace that is comfortable for those with less mathematical expertise yet reaches a level of analysis that will reward even the most experienced. The strong applied emphasis makes this book ideal for anyone who is seriously interested in mastering the quantitative techniques underpinning modern financial decision making.

Benefits:

An accessible treatment of the essential mathematics of financial instruments and markets.

Watsham is known for his ability to explain complex topics in a clear and logical way, allowing students to progress once they have firmly understood a concept or technique.

Emphasis on practical applications eg. in derivatives trading & risk management, makes the book suitable for those entering a career in financial markets, as well as students of finance.

Table of Contents:

1. Interest Rates and Asset Returns.
2. Presentation of Data and Descriptive Statistics.
3. Calculus Applied to Finance.
4. Probability Distributions: Applications to Asset Returns.
5. Statistical Inference: Confidence Intervals and Hypothesis Testing.
6. Regression Analysis.
7. Time Series Analysis.
8. Numerical Methods.
9. Optimization.
10. Continuous Time Mathematics in Finance: Asset Prices as a Stochastic Process.
11. Multivariate Analysis: Principal Components Analysis and Factor Analysis.
Appendix: Statistical Tables.
Index.
394 pages

Po otrzymaniu zamówienia poinformujemy,
czy wybrany tytuł polskojęzyczny lub anglojęzyczny jest aktualnie na półce księgarni.