skip to content
Covid-19 virus
COVID-19 Resources

Reliable information about the coronavirus (COVID-19) is available from the World Health Organization (current situation, international travel). Numerous and frequently-updated resource results are available from this WorldCat.org search. OCLC’s WebJunction has pulled together information and resources to assist library staff as they consider how to handle coronavirus issues in their communities.

Image provided by: CDC/ Alissa Eckert, MS; Dan Higgins, MAM
A course on statistics for finance Preview this item
ClosePreview this item
Checking...

A course on statistics for finance

Author: Stanley L Sclove; Taylor & Francis.
Publisher: Boca Raton, FL : Taylor and Francis, an imprint of Chapman and Hall/CRC, [2012] ©2013
Edition/Format:   eBook : Document : English : First editionView all editions and formats
Summary:
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.
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Material Type: Document
Document Type: Book, Computer File
All Authors / Contributors: Stanley L Sclove; Taylor & Francis.
ISBN: 9781439892558 1439892555
OCLC Number: 1069566298
Description: 1 online resource (269 pages) : 37 illustrations
Contents: Part I INTRODUCTORY CONCEPTS AND DEFINI- TIONS --
chapter 1 Review of Basic Statistics --
chapter 2 Stock Price Series and Rates of Return --
chapter 3 Several Stocks and Their Rates of Return --
part Part II: REGRESSION --
chapter 4 Simple Linear Regression; CAPM and Beta --
chapter 5 Multiple Regression and Market Models --
part III PORTFOLIO ANALYSIS --
chapter 6 Mean-Variance Portfolio Analysis --
chapter 7 Utility-Based Portfolio Analysis --
part IV TIME SERIES ANALYSIS --
chapter 8 Introduction to Time Series Analysis --
chapter 9 Regime Switching Models.
Responsibility: by Stanley L. Sclove.

Abstract:

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.

Reviews

Editorial reviews

Publisher Synopsis

"... Through numerous examples, the book explains how the theory of RDS can describe the asymptotic and qualitative behavior of systems of random and stochastic differential-difference equations in Read more...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


\n\n

Primary Entity<\/h3>\n
<http:\/\/www.worldcat.org\/oclc\/1069566298<\/a>> # A course on statistics for finance<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:MediaObject<\/a>, schema:Book<\/a>, schema:CreativeWork<\/a> ;\u00A0\u00A0\u00A0\nlibrary:oclcnum<\/a> \"1069566298<\/span>\" ;\u00A0\u00A0\u00A0\nlibrary:placeOfPublication<\/a> <http:\/\/id.loc.gov\/vocabulary\/countries\/flu<\/a>> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/dewey.info\/class\/332.015195\/e23\/<\/a>> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1169155913#Topic\/mathematics_general<\/a>> ; # MATHEMATICS--General<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1169155913#Topic\/investment_analysis_statistical_methods<\/a>> ; # Investment analysis--Statistical methods<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1169155913#Topic\/business_&_economics_finance<\/a>> ; # BUSINESS & ECONOMICS--Finance<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1169155913#Topic\/mathematics_probability_&_statistics_general<\/a>> ; # MATHEMATICS--Probability & Statistics--General<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1169155913#Topic\/finance_statistical_methods<\/a>> ; # Finance--Statistical methods<\/span>\n\u00A0\u00A0\u00A0\nschema:author<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1169155913#Person\/sclove_stanley_l<\/a>> ; # Stanley L. Sclove<\/span>\n\u00A0\u00A0\u00A0\nschema:bookEdition<\/a> \"First edition.<\/span>\" ;\u00A0\u00A0\u00A0\nschema:bookFormat<\/a> schema:EBook<\/a> ;\u00A0\u00A0\u00A0\nschema:contributor<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1169155913#Organization\/taylor_&_francis<\/a>> ; # Taylor & Francis.<\/span>\n\u00A0\u00A0\u00A0\nschema:copyrightYear<\/a> \"2013<\/span>\" ;\u00A0\u00A0\u00A0\nschema:datePublished<\/a> \"2012<\/span>\" ;\u00A0\u00A0\u00A0\nschema:description<\/a> \"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.<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:description<\/a> \"Part I INTRODUCTORY CONCEPTS AND DEFINI- TIONS -- chapter 1 Review of Basic Statistics -- chapter 2 Stock Price Series and Rates of Return -- chapter 3 Several Stocks and Their Rates of Return -- part Part II: REGRESSION -- chapter 4 Simple Linear Regression; CAPM and Beta -- chapter 5 Multiple Regression and Market Models -- part III PORTFOLIO ANALYSIS -- chapter 6 Mean-Variance Portfolio Analysis -- chapter 7 Utility-Based Portfolio Analysis -- part IV TIME SERIES ANALYSIS -- chapter 8 Introduction to Time Series Analysis -- chapter 9 Regime Switching Models.<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:exampleOfWork<\/a> <http:\/\/worldcat.org\/entity\/work\/id\/1169155913<\/a>> ;\u00A0\u00A0\u00A0\nschema:genre<\/a> \"Electronic books<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:inLanguage<\/a> \"en<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isSimilarTo<\/a> <http:\/\/worldcat.org\/entity\/work\/data\/1169155913#CreativeWork\/<\/a>> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"A course on statistics for finance<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:productID<\/a> \"1069566298<\/span>\" ;\u00A0\u00A0\u00A0\nschema:workExample<\/a> <http:\/\/worldcat.org\/isbn\/9781439892558<\/a>> ;\u00A0\u00A0\u00A0\nwdrs:describedby<\/a> <http:\/\/www.worldcat.org\/title\/-\/oclc\/1069566298<\/a>> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n\n

Related Entities<\/h3>\n
<http:\/\/dewey.info\/class\/332.015195\/e23\/<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1169155913#Organization\/taylor_&_francis<\/a>> # Taylor & Francis.<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Organization<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Taylor & Francis.<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1169155913#Person\/sclove_stanley_l<\/a>> # Stanley L. Sclove<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Sclove<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"Stanley L.<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Stanley L. Sclove<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1169155913#Topic\/business_&_economics_finance<\/a>> # BUSINESS & ECONOMICS--Finance<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"BUSINESS & ECONOMICS--Finance<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1169155913#Topic\/finance_statistical_methods<\/a>> # Finance--Statistical methods<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Finance--Statistical methods<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1169155913#Topic\/investment_analysis_statistical_methods<\/a>> # Investment analysis--Statistical methods<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Investment analysis--Statistical methods<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1169155913#Topic\/mathematics_general<\/a>> # MATHEMATICS--General<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"MATHEMATICS--General<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1169155913#Topic\/mathematics_probability_&_statistics_general<\/a>> # MATHEMATICS--Probability & Statistics--General<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"MATHEMATICS--Probability & Statistics--General<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.loc.gov\/vocabulary\/countries\/flu<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:Place<\/a> ;\u00A0\u00A0\u00A0\ndcterms:identifier<\/a> \"flu<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/worldcat.org\/entity\/work\/data\/1169155913#CreativeWork\/<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:CreativeWork<\/a> ;\u00A0\u00A0\u00A0\nschema:description<\/a> \"Print version:<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isSimilarTo<\/a> <http:\/\/www.worldcat.org\/oclc\/1069566298<\/a>> ; # A course on statistics for finance<\/span>\n\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/worldcat.org\/isbn\/9781439892558<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:ProductModel<\/a> ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"1439892555<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"9781439892558<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n