This text explains in an intuitive yet rigorous way the mathematical and statistical applications relevant to modern financial instruments and risk management techniques. It progresses at a pace that is comfortable for those with less mathematical expertise yet reaches a level of analysis that will reward even the most experienced. The strong applied emphasis makes this book ideal for anyone who is seriously interested in mastering the quantitative techniques underpinning modern financial decision making.

About the Author
Terry Watsham is Principal Lecturer in Finance at the University of Brighton. Keith Parramore is based at the University of Brighton

Reviews
1. Mathematics of Interest Rate and Asset Returns (e.g. Time Value of Money) 2. The Basic Statistics of Finance (Measures of Location, Dispersion, Skewness, Kurtosis, Covariance and Correlation, Index Numbers) 3. Calculus 4.Probability Distributions of Asset Returns 5. Sampling Theory and Hypothesis Testing 6. Regression Analysis Applied to Finance 7. Time Series Analysis - Arch, Garch and Cointegration 8. Numerical Methods 9. Optimization 10. Stochastic Calculus 11. Multivariate Techniques



Book Information
ISBN 9781861523679
Author Terry Watsham
Format Paperback
Page Count 560
Imprint Cengage Learning EMEA
Publisher Cengage Learning EMEA
Weight(grams) 770g
Dimensions(mm) 25mm * 187mm * 243mm