A Course on Statistics for Finance

Covering statistics for finance and financial investments analysis, this text presents definitions of basic financial quantities models, such as the capital asset pricing model (CAPM), and treatment of regression analysis and basic time series analysis. The author discusses the introduction of a second and third explanatory variable and provides examples. He also addresses regime-switching with bull and bear markets. In addition, day trading illustrates time-series forecasting with decision-risk analysis. Other topics covered include missing data and the multivariate normal regression model.