Statistical quantitative methods in finance: (Record no. 9995)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02217nam a22002297a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250521115739.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250521b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9798868809613 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.015195 |
| Item number | AHL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Ahlawat, Samit |
| 245 ## - TITLE STATEMENT | |
| Title | Statistical quantitative methods in finance: |
| Remainder of title | from theory to quantitative portfolio management |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | Apress Media, LLC |
| Place of publication, distribution, etc. | New York |
| Date of publication, distribution, etc. | 2025 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvi, 295 p. |
| 365 ## - TRADE PRICE | |
| Price type code | EUR |
| Price amount | 44.99 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Statistical quantitative methods are vital for financial valuation models and benchmarking machine learning models in finance.<br/><br/>This book explores the theoretical foundations of statistical models, from ordinary least squares (OLS) to the generalized method of moments (GMM) used in econometrics. It enriches your understanding through practical examples drawn from applied finance, demonstrating the real-world applications of these concepts. Additionally, the book delves into non-linear methods and Bayesian approaches, which are becoming increasingly popular among practitioners thanks to advancements in computational resources. By mastering these topics, you will be equipped to build foundational models crucial for applied data science, a skill highly sought after by software engineering and asset management firms. The book also offers valuable insights into quantitative portfolio management, showcasing how traditional data science tools can be enhanced with machine learning models. These enhancements are illustrated through real-world examples from finance and econometrics, accompanied by Python code. This practical approach ensures that you can apply what you learn, gaining proficiency in the statsmodels library and becoming adept at designing, implementing, and calibrating your models.<br/><br/>By understanding and applying these statistical models, you enhance your data science skills and effectively tackle financial challenges.<br/><br/>(https://link.springer.com/book/10.1007/979-8-8688-0962-0) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Bayesian methods |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Quantitative finance |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Machine learning models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Portfolio management |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematical finance |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Finance & Accounting | 1192809 | 13-05-2025 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 05/20/2025 | Atlantic Publishers & Distributors | 2857.09 | 332.015195 AHL | 008736 | 05/20/2025 | 1 | 4395.52 | 05/20/2025 | Book |