Financial Statistics

Author : Asli Demirguc-Kunt,Leora Klapper,Dorothe Singer,Saniya Ansar
Publisher : World Bank Publications
Page : 148 pages
File Size : 43,7 Mb
Release : 2018-04-19
Category : Business & Economics
ISBN : 9781464812682

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The Global Findex Database 2017 by Asli Demirguc-Kunt,Leora Klapper,Dorothe Singer,Saniya Ansar Pdf

In 2011 the World Bank—with funding from the Bill and Melinda Gates Foundation—launched the Global Findex database, the world's most comprehensive data set on how adults save, borrow, make payments, and manage risk. Drawing on survey data collected in collaboration with Gallup, Inc., the Global Findex database covers more than 140 economies around the world. The initial survey round was followed by a second one in 2014 and by a third in 2017. Compiled using nationally representative surveys of more than 150,000 adults age 15 and above in over 140 economies, The Global Findex Database 2017: Measuring Financial Inclusion and the Fintech Revolution includes updated indicators on access to and use of formal and informal financial services. It has additional data on the use of financial technology (or fintech), including the use of mobile phones and the Internet to conduct financial transactions. The data reveal opportunities to expand access to financial services among people who do not have an account—the unbanked—as well as to promote greater use of digital financial services among those who do have an account. The Global Findex database has become a mainstay of global efforts to promote financial inclusion. In addition to being widely cited by scholars and development practitioners, Global Findex data are used to track progress toward the World Bank goal of Universal Financial Access by 2020 and the United Nations Sustainable Development Goals. The database, the full text of the report, and the underlying country-level data for all figures—along with the questionnaire, the survey methodology, and other relevant materials—are available at www.worldbank.org/globalfindex.

Author : Erik Lindström,Henrik Madsen,Jan Nygaard Nielsen
Publisher : CRC Press
Page : 384 pages
File Size : 45,7 Mb
Release : 2016-04-21
Category : Business & Economics
ISBN : 9781498785891

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Statistics for Finance by Erik Lindström,Henrik Madsen,Jan Nygaard Nielsen Pdf

Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, Itō’s formula, the Black–Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives, identify interest rate models, value bonds, estimate parameters, and much more. This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues. In addition, end-of-chapter exercises develop students’ financial reasoning skills.

Author : Erik Lindström,Henrik Madsen,Jan Nygaard Nielsen
Publisher : CRC Press
Page : 384 pages
File Size : 55,9 Mb
Release : 2018-09-03
Category : Business & Economics
ISBN : 9781315362557

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Statistics for Finance by Erik Lindström,Henrik Madsen,Jan Nygaard Nielsen Pdf

Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, Itō’s formula, the Black–Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives, identify interest rate models, value bonds, estimate parameters, and much more. This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues. In addition, end-of-chapter exercises develop students’ financial reasoning skills.

Author : Shuangzhe Li,Milind Sathye
Publisher : MDPI
Page : 232 pages
File Size : 42,8 Mb
Release : 2021-03-02
Category : Business & Economics
ISBN : 9783039439751

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Financial Statistics and Data Analytics by Shuangzhe Li,Milind Sathye Pdf

Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book is to bring the state-of-art research in these three areas to the fore and especially research that juxtaposes these three.

Author : David Ruppert,David S. Matteson
Publisher : Springer
Page : 719 pages
File Size : 44,7 Mb
Release : 2015-04-21
Category : Business & Economics
ISBN : 9781493926145

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Statistics and Data Analysis for Financial Engineering by David Ruppert,David S. Matteson Pdf

The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities of data. To make use of this data, the powerful methods in this book for working with quantitative information, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra. Practicing financial engineers will also find this book of interest.

Author : Dale S. Borowiak,Arnold F. Shapiro
Publisher : CRC Press
Page : 392 pages
File Size : 41,8 Mb
Release : 2013-11-12
Category : Business & Economics
ISBN : 9780203911242

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Financial and Actuarial Statistics by Dale S. Borowiak,Arnold F. Shapiro Pdf

Understand Up-to-Date Statistical Techniques for Financial and Actuarial ApplicationsSince the first edition was published, statistical techniques, such as reliability measurement, simulation, regression, and Markov chain modeling, have become more prominent in the financial and actuarial industries. Consequently, practitioners and students must ac

Author : Szymon Borak,Wolfgang Karl Härdle,Brenda López-Cabrera
Publisher : Springer Science & Business Media
Page : 246 pages
File Size : 45,9 Mb
Release : 2013-01-11
Category : Business & Economics
ISBN : 9783642339295

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Statistics of Financial Markets by Szymon Borak,Wolfgang Karl Härdle,Brenda López-Cabrera Pdf

Practice makes perfect. Therefore the best method of mastering models is working with them. This book contains a large collection of exercises and solutions which will help explain the statistics of financial markets. These practical examples are carefully presented and provide computational solutions to specific problems, all of which are calculated using R and Matlab. This study additionally looks at the concept of corresponding Quantlets, the name given to these program codes and which follow the name scheme SFSxyz123. The book is divided into three main parts, in which option pricing, time series analysis and advanced quantitative statistical techniques in finance is thoroughly discussed. The authors have overall successfully created the ideal balance between theoretical presentation and practical challenges.

Author : Mr.Jose M Cartas,Artak Harutyunyan
Publisher : International Monetary Fund
Page : 450 pages
File Size : 45,9 Mb
Release : 2017-11-09
Category : Business & Economics
ISBN : 9781513579191

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Monetary and Financial Statistics Manual and Compilation Guide by Mr.Jose M Cartas,Artak Harutyunyan Pdf

This edition of Monetary and Financial Statistics Manual and Compilation Guide (Manual) updates and merges into one volume methodological and practical aspects of the compilation process of monetary statistics. The Manual is aimed at compilers and users of monetary data, offering guidance for the collection and analytical presentation of monetary statistics. The Manual includes standardized report forms, providing countries with a tool for compiling and reporting harmonized data for the central bank, other depository corporations, and other financial corporations.

Author : Jürgen Franke,Christian Matthias Hafner
Publisher : Springer Science & Business Media
Page : 425 pages
File Size : 44,6 Mb
Release : 2013-03-09
Category : Business & Economics
ISBN : 9783662100264

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Statistics of Financial Markets by Jürgen Franke,Christian Matthias Hafner Pdf

Financial Engineers

Author : Stanley L. Sclove
Publisher : CRC Press
Page : 281 pages
File Size : 40,6 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9781439892541

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A Course on Statistics for Finance by Stanley L. Sclove Pdf

Taking a data-driven approach, A Course on Statistics for Finance presents statistical methods for financial investment analysis. The author introduces regression analysis, time series analysis, and multivariate analysis step by step using models and methods from finance. The book begins with a review of basic statistics, including descriptive statistics, kinds of variables, and types of data sets. It then discusses regression analysis in general terms and in terms of financial investment models, such as the capital asset pricing model and the Fama/French model. It also describes mean-variance portfolio analysis and concludes with a focus on time series analysis. Providing the connection between elementary statistics courses and quantitative finance courses, this text helps both existing and future quants improve their data analysis skills and better understand the modeling process.

Author : René Carmona
Publisher : Springer Science & Business Media
Page : 456 pages
File Size : 44,6 Mb
Release : 2006-04-18
Category : Business & Economics
ISBN : 9780387218243

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Statistical Analysis of Financial Data in S-Plus by René Carmona Pdf

This is the first book at the graduate textbook level to discuss analyzing financial data with S-PLUS. Its originality lies in the introduction of tools for the estimation and simulation of heavy tail distributions and copulas, the computation of measures of risk, and the principal component analysis of yield curves. The book is aimed at undergraduate students in financial engineering; master students in finance and MBA's, and to practitioners with financial data analysis concerns.

Author : Cheng F. Lee,John C. Lee,Alice C. Lee
Publisher : World Scientific
Page : 1124 pages
File Size : 52,9 Mb
Release : 2000
Category : Business & Economics
ISBN : 9810234856

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Statistics for Business and Financial Economics by Cheng F. Lee,John C. Lee,Alice C. Lee Pdf

This text integrates various statistical techniques with concepts from business, economics and finance, and demonstrates the power of statistical methods in the real world of business. This edition places more emphasis on finance, economics and accounting concepts with updated sample data.

Author : United States. Bureau of Labor Statistics
Publisher : Unknown
Page : 740 pages
File Size : 53,6 Mb
Release : 1957
Category : Employment forecasting
ISBN : IND:30000089076727

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Occupational Outlook Handbook by United States. Bureau of Labor Statistics Pdf

Author : Statistics Canada. Financial Institutions Section
Publisher : Unknown
Page : 826 pages
File Size : 48,5 Mb
Release : 1988
Category : Finance
ISBN : PSU:000067699582

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Financial Institutions, Financial Statistics by Statistics Canada. Financial Institutions Section Pdf

Author : Domenica M. Barbuto
Publisher : Routledge
Page : 352 pages
File Size : 47,9 Mb
Release : 2018-03-15
Category : Business & Economics
ISBN : 9781351030939

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The International Financial Statistics Locator by Domenica M. Barbuto Pdf

First published in 1995. In the current, increasingly global economy, investors require quick access to a wide range of financial and investment-related statistics to assist them in better understanding the macroeconomic environment in which their investments will operate. The International Financial Statistics Locator eliminates the need to search though a number of sources to identify those that contain much of this statistical information. It is intended for use by librarians, students, individual investors, and the business community and provides access to twenty-two resources, print and electronic, that contain current and historical financial and economic statistics investors need to appreciate and profit from evolving and established international markets.