Statistics in finance
著者
書誌事項
Statistics in finance
（Arnold applications of statistics series）
Arnold , J. Wiley, 1998
- : uk
- : us
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注記
Includes bibliographical references and indexes
内容説明・目次
- 巻冊次
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: uk ISBN 9780340677193
内容説明
The chapters in this book describe various aspects of the application of statistical methods in finance. It will interest and attract statisticians to this area, illustrate some of the many ways that statistical tools are used in financial applications, and give some indication of problems which are still outstanding. The statisticians will be stimulated to learn more about the kinds of models and techniques outlined in the book - both the domain of finance and the science of statistics will benefit from increased awareness by statisticians of the problems, models, and techniques applied in financial applications. For this reason, extensive references are given. The level of technical detail varies between the chapters. Some present broad non-technical overviews of an area, while others describe the mathematical niceties. This illustrates both the range of possibilities available in the area for statisticians, while simultaneously giving a flavour of the different kinds of mathematical and statistical skills required. Whether you favour data analysis or mathematical manipulation, if you are a statistician there are problems in finance which are appropriate to your skills.
目次
- Part 1 Actuarial mathematics: the relationship between finance and actuarial science
- actuarial applications of generalized linear models. Part 2 Credit: consumer credit and statistics
- methodologies for classifying applications for credit
- credit scoring and quality management
- consumer credit and business cycles. Part 3 Financial markets: probability in finance - an introduction
- introduction to financial economics
- American options
- notes on term structure models
- default risk
- nonparametric methods and option pricing
- stochastic volatility
- market time and asset price movements theory and estimation.
- 巻冊次
-
: us ISBN 9780471246343
内容説明
Describes aspects of the application of statistical methods in finance, and aims to attract statisticians to this area by illustrating some of the many ways in which statistical tools are used in financial applications. Statisticians will be stimulated to learn more about the kinds of models and techniques outlined in this book.
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