An edition of Statistical finance (2012)

Statistical finance

assessing the math in risk management

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Statistical finance
Michael B. Miller
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Last edited by ImportBot
October 18, 2022 | History
An edition of Statistical finance (2012)

Statistical finance

assessing the math in risk management

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

"In chapter 1, there is a review three math topics -- logarithms, combinatorics, and geometric series - and one financial topic, discount factors. Emphasis will be given to the specific aspects of these topics that are most relevant to risk management. In chapter 2, the author explores the application of probabilities to risk management. There is also an introduction to basic terminology and notations that will be used throughout the rest of the book. In chapter 3, Miller teaches how to describe a collection of data in precise statistical terms. Many of the concepts will be familiar, but the notation and terminology might be new. This notation and terminology will be used throughout the rest of the book. In chapter 4, some of the most common probability distributions will be pointed out, followed by a chapter on two closely related topics, confidence intervals and hypothesis testing. For risk management, these are possibly the two most important concepts in statistics. Chapter 6 provides a basic introduction to linear regression models. At the end of the chapter, Miller explores two risk management applications, factor analysis and stress testing. The final chapter is on a class of estimators, which has become very popular in finance and risk management for analyzing historical data. These models hint at the limitations of the type of analysis that we have been explores in previous chapters. This book has a lot of charts and equations"--

Publish Date
Publisher
Wiley
Language
English

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Edition Availability
Cover of: Statistical finance

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Book Details


Edition Notes

Includes bibliographical references and index.

Published in
Hoboken, N.J
Series
Wiley finance

Classifications

Dewey Decimal Class
332.01/5195
Library of Congress
HD61 .M537 2012, HD61.M537 2012

The Physical Object

Pagination
p. cm.

ID Numbers

Open Library
OL25054493M
ISBN 13
9781118170625
LCCN
2011039256

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
October 18, 2022 Edited by ImportBot import existing book
September 25, 2020 Edited by MARC Bot import existing book
June 27, 2012 Edited by LC Bot import new book
June 14, 2012 Edited by LC Bot import new book
October 23, 2011 Created by LC Bot Imported from Library of Congress MARC record