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Author Watsham, Terry J., 1947-

Title Quantitative methods in finance / Terry J. Watsham, Keith Parramore
Edition First edition
Published London : Thomson, 1997


Location Call no. Vol. Availability
 MELB  519.024332 Wat/Qmi  AVAILABLE
Description x, 395 pages : illustrations ; 25 cm
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
Summary The strong applied emphasis makes this book ideal for anyone who is seriously interested in mastering the quantitative techniques underpinning modern financial decision making. It is particularly important reading for specialist final year undergraduate/postgraduate finance and mathematics students, academic and practitioner researchers into financial and capital markets, corporate treasurers, derivatives traders, regulators, risk managers and consultants
This new book explores, from first principles, the mathematical and statistical techniques relevant to modern financial instruments and markets. The text has been carefully designed so that it explains concepts and methods in both an intuitive yet rigorous way, illustrating their various applications to financial markets, investment decisions or risk management. This clear, step-by-step approach progresses at a pace which is comfortable for those with less mathematical expertise, yet reaches a level of analysis that will reward even the most experienced
Notes 1998 reprint: 395 p. : ill. ; 25 cm
Bibliography Includes bibliographical references and index
Subject Business mathematics.
Author Parramore, Keith.
LC no. 96038878 2004274795
ISBN 0412608200