Introduction to Statistical Methods for Financial Models 1st Severini Solution Manual
Product details:
- ISBN-10 : 9781138198371
- ISBN-13 : 978-1138198371
- Author: Thomas A. Severini
This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data. The ten chapters of the book fall naturally into three sections. Chapters 1 to 3 cover some basic concepts of finance, focusing on the properties of returns on an asset. Chapters 4 through 6 cover aspects of portfolio theory and the methods of estimation needed to implement that theory. The remainder of the book, Chapters 7 through 10, discusses several models for financial data, along with the implications of those models for portfolio theory and for understanding the properties of return data
Table contents:
Returns.
Random Walk Hypothesis.
Portfolios.
Efficient Portfolio Theory.
Estimation.
Capital Asset Pricing Model.
The Market Model.
The Single-Index Model.
Factor Models.
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