# Market Risk Analysis; Volume I ; Quantitative Methods in Finance

Language: English Publication details: Chichester, Hoboken, San Francisco : John Wiley and Sons 2008Edition: 1. EdDescription: xxvii, 290 pp., 1 CD-ROMISBN:- 978-0-470-99800-7

- 332 Financial economics

Item type | Current library | Shelving location | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|

Loanable | Institute for Advanced Studies (IHS) | Book | 19917-A/I | Available | IHS103033403 |

from the Table of Contents: Foreword; Preface to Volume I; Basic Calculus for Finance: Introduction; Functions and Graphs, Equations and Roots; Differentiation and Integration; Analysis of Financial Returns; Functions of Several Variables; Taylor Expansion; Summary and Conclusions; Essential Linear Algebra for Finance: Introduction; Matrix Algebra and its Mathematical Applications; Eigenvectors and Eigenvalues; Applications to Linear Portfolio; Matrix Decomposition; Principal Component Analysis; Summary and Conclusions; Probability and Statistics: Introduction; Basic Concepts; Univariate Distributions; Multivariate Distributions; Introduction to Statistical Inference; Maximum Likelihood Estimation; Stochastic Processes in Discrete and Continuous Time; Summary and Conclusions; Introduction to Linear Regression: Introduction; Simple Linear Regression; Properties of OLS Estimators; Multivariate Linear Regression; Autocorrelation and Heteroscedasticity; Applications of Linear Regression in Finance; Summary and Conclusions; Numerical Methods in Finance: Introduction; Iteration; Interpolation and Extrapolation; Optimization; Finite Difference Approximations; Binomial Lattices; Monte Carlo Simulation; Summary and Conclusions; Introduction to Portfolio Theory: Introduction; Utility Theory; Portfolio Allocation; Theory of Asset Pricing; Risk Adjusted Performance Measures; Summary and Conclusions;

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