Applications of Statistics for Management[1]

Applications of Statistics for Management[1] - 6 Risk...

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Applications of Statistics for Management, Finance, and Economics 1) Market Research - Identifying demographic in which to focus advertising efforts. 2) Financial Forecasting 3) Cash Flow Modeling (Very important for treasury) 4) Security Analysis - Equities, Fixed Income Instruments, Commodities, Derivatives, etc. 5) Derivative Pricing - Black-Scholes Equation for Pricing Vanilla Calls and Puts on Equity Options
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Unformatted text preview: 6) Risk Management Analysis - Value at Risk (Percentile Calculation) - Conditional Value at Risk 7) Empirical Finance - CAPM - Factor Modelling (Fama-French Three Factor Model) 8) Portfolio Management - Classic Markowitz Theory - Black-Litterman Model (Bayesian Statistics, Advanced Topic)...
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