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· 제목 : Introduction to Computational Finance and Financial Econometrics (Paperback)
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 확률과 통계 > 일반
· ISBN : 9781498772204
· 쪽수 : 500쪽
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 확률과 통계 > 일반
· ISBN : 9781498772204
· 쪽수 : 500쪽
목차
Computing asset returns. Univariate random variables and distributions. Bivariate distributions. Time series concepts. Matrix algebra. Descriptive statistics. The constant expected return model. Introduction to portfolio theory. Portfolio theory with matrix algebra. Statistical analysis of efficient portfolios. Risk budgeting. The single index model.
