Quantitative methods in finance

Abstract

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. Appendix: Statistical Tables. Index.