Nonparametric Finance.

Cover -- Title Page -- Copyright -- Contents -- Preface -- Chapter 1 Introduction -- 1.1 Statistical Finance -- 1.2 Risk Management -- 1.3 Portfolio Management -- 1.4 Pricing of Securities -- Part I Statistical Finance -- Chapter 2 Financial Instruments -- 2.1 Stocks -- 2.1.1 Stock Indexes -- 2.1.1.1 Definition of a Stock Index -- 2.1.1.2 Uses of Stock Indexes -- 2.1.1.3 Examples of Stock Indexes -- 2.1.2 Stock Prices and Returns -- 2.1.2.1 Initial Price Data -- 2.1.2.2 Sampling of Prices -- 2.1.2.3 Stock Returns -- 2.2 Fixed Income Instruments -- 2.2.1 Bonds -- 2.2.2 Interest Rates -- 2.2.2.1 Definitions of Interest Rates -- 2.2.2.2 The Risk Free Rate -- 2.2.3 Bond Prices and Returns -- 2.3 Derivatives -- 2.3.1 Forwards and Futures -- 2.3.1.1 Forwards -- 2.3.1.2 Futures -- 2.3.2 Options -- 2.3.2.1 Calls and Puts -- 2.3.2.2 Applications of Options -- 2.3.2.3 Exotic Options -- 2.4 Data Sets -- 2.4.1 Daily S&P 500 Data -- 2.4.2 Daily S&P 500 and Nasdaqâ 100 Data -- 2.4.3 Monthly S&P 500, Bond, and Bill Data -- 2.4.4 Daily US Treasury 10 Year Bond Data -- 2.4.5 Daily S&P 500 Components Data -- Chapter 3 Univariate Data Analysis -- 3.1 Univariate Statistics -- 3.1.1 The Center of a Distribution -- 3.1.1.1 The Mean and the Conditional Mean -- 3.1.1.2 The Median and the Conditional Median -- 3.1.1.3 The Mode and the Conditional Mode -- 3.1.2 The Variance and Moments -- 3.1.2.1 The Variance and the Conditional Variance -- 3.1.2.2 The Upper and Lower Partial Moments -- 3.1.2.3 The Upper and Lower Conditional Moments -- 3.1.3 The Quantiles and the Expected Shortfalls -- 3.1.3.1 The Quantiles and the Conditional Quantiles -- 3.1.3.2 The Expected Shortfalls -- 3.2 Univariate Graphical Tools -- 3.2.1 Empirical Distribution Function Based Tools -- 3.2.1.1 The Empirical Distribution Function -- 3.2.1.2 The Tail Plots -- 3.2.1.3 Regression Plots of Tails