Statistics in Finance
Seiten
1998
Hodder Arnold (Verlag)
978-0-340-67719-3 (ISBN)
Hodder Arnold (Verlag)
978-0-340-67719-3 (ISBN)
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This volume aims to describe various aspects of the application of statistical methods in finance. It illustrates some of the many ways that statistical tools are used in financial applications and gives some indication of outstanding problems.
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.
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.
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.
| Erscheint lt. Verlag | 30.1.1998 |
|---|---|
| Reihe/Serie | Arnold Applications of Statistics S. |
| Zusatzinfo | illustrations |
| Verlagsort | London |
| Sprache | englisch |
| Maße | 161 x 241 mm |
| Gewicht | 611 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Statistik |
| Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung | |
| ISBN-10 | 0-340-67719-8 / 0340677198 |
| ISBN-13 | 978-0-340-67719-3 / 9780340677193 |
| Zustand | Neuware |
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