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Economics/Finances Handbook of Statistics 14: Statistical Methods in Finance (Repost): G. S. Maddala

Posted on 2010-03-16




Name:Economics/Finances Handbook of Statistics 14: Statistical Methods in Finance (Repost): G. S. Maddala
ASIN/ISBN:0444819649
Language:English
File size:6.2 Mb
ISBN: 0444819649
Publish Date: 1996-12-01
Pages: 750 pages
File Size: 6.20 Mb
Other Info: Butterworth Heinemann; djvu (ocr)
   Economics/Finances Handbook of Statistics 14: Statistical Methods in Finance (Repost): G. S. Maddala

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Handbook of Statistics 14: Statistical Methods in Finance (Repost): G. S. Maddala

Hardbound. A comprehensive reference work for teaching at graduate level and research in empirical finance. The chapters cover a wide range of statistical and probabilistic methods applied to a variety of financial methods and are written by internationally renowned experts.

Summary: Must-read for anyone in quantitative finance

Rating: 4

The book is a collection of survey articles. Many of them are top-notch and exceedingly useful. Some of the topics are a bit off-beat, and relatively unexciting to me. Some of the topics+author pairings are extremely well chosen.I found around five to eight of the 23 chapters to be weak. The remaining are excellent surveys. The book is dated 1996 so the material is late 1995 to early 1996 vintage.The relevant chapters from this book are required reading for all my Ph.D. students.

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