Cheng-Few Lee, John Lee, Jow-Ran Chang

Essentials of Excel, Excel VBA, SAS and Minitab for Statistical and Financial Analyses

• Broschiertes Buch

Produktbeschreibung

This introductory textbook for business statistics teaches statistical analysis and research methods via business case studies and financial data using Excel, Minitab, and SAS. Every chapter in this textbook engages the reader with data of individual stock, stock indices, options, and futures.

One studies and uses statistics to learn how to study, analyze, and understand a data set of particular interest. Some of the more popular statistical programs that have been developed to use statistical and computational methods to analyze data sets are SAS, SPSS, and Minitab.

Of those, we look at Minitab and SAS in this textbook. One of the main reasons to use Minitab is that it is the easiest to use among the popular statistical programs. We look at SAS because it is the leading statistical package used in industry. We also utilize the much less costly and ubiquitous Microsoft Excel to do statistical analysis, as the benefits of Excel have become widely recognized in the academic world and its analytical capabilities extend to about 90 percent of statistical analysis done in the business world. We demonstrate much of our statistical analysis using Excel and double check the analysis and outcomes using Minitab and SAS-also helpful in some analytical methods not possible or practical to do in Excel.

Produktdetails

• Verlag: Springer / Springer International Publishing / Springer, Berlin
• Artikelnr. des Verlages: 978-3-319-38865-6
• 1st ed. 2016
• Seitenzahl: 1064
• Erscheinungstermin: 27. Dezember 2016
• Englisch
• Abmessung: 254mm x 178mm x 57mm
• Gewicht: 1954g
• ISBN-13: 9783319388656
• ISBN-10: 3319388657
• Artikelnr.: 44838069

Autorenporträt

Cheng-Few Lee is a Distinguished Professor of Finance at Rutgers Business School, where he once served as chairperson of the Department. He has maintained academic and consulting ties in Taiwan, Hong Kong, China and the United States for the past three decades and has been a consultant to many prominent groups including the American Insurance Group, the World Bank, and the United Nations. Lee founded the Review of Quantitative Finance and Accounting in 1990 and the Review of Pacific Basin Financial Markets and Policies in 1998, and continues to serve as managing editor for both journals. He was also a co-editor of the Financial Review (1985-1991) and the Quarterly Review of Economics and Business (1987-1989). Having published more than 200 articles in more than twenty different journals in finance, accounting, economics, statistics, and management, Lee has been ranked the most published finance professor worldwide during 1953-2008. Hong-Yi Chen is Assistant Professor at the NCCU College of Commerce. His research expertise is in investments, asset pricing, and corporate finance. He has co-authored several papers in journals such as Springer's Review of Quantitative Finance and Accounting, as well as Elsevier's Journal of Corporate Finance. John C. Lee is Director of the Center for PBBEF Research. A Microsoft Certified Professional in Microsoft Visual Basic and Microsoft Excel VBA, he has a Bachelors and Masters degree in accounting from the University of Illinois at Urbana-Champaign. Lee has worked over 20 years in both the business and technical fields as an accountant, auditor, systems analyst, as well as a business software developer. Formerly, the Senior Technology Officer at the Chase Manhattan Bank and Assistant Vice President at Merrill Lynch, he is also the author of the book on how to use MINITAB and Microsoft Excel to do statistical analysis. In addition, he also published Financial Analysis, Planning and Forecasting with Cheng-Few Lee and Alice Lee.

Inhaltsangabe

1 Introduction.- 2 Data Collection and Presentation.- 3 Histograms and the Rate of Returns of Johnson & Johnson.- 4 Numerical Summary Measures on Rate of Returns of Amazon, Walmart and the S&P 500.- 5 Probability Concepts and Their Analysis.- 6 Discrete Random Variables and Probability Distributions .- 7 The Normal and Lognormal Distributions.- 8 Sampling Distributions and Central Limit Theorem.- 9 Other Continuous Distributions.- 10 Estimation.- 11 Hypothesis Testing.- 12 Analysis Of Variance and Chi-Square Tests.- 13 Simple Linear Regression and The Correlation Coefficient.- 14 Simple Linear Regression and Correlation: Analyses and Applications.- 15 Multiple Linear Regression.- 16 Residual and Regression Assumption Analysis.- 17 Nonparametric Statistics.- 18 Time-Series: Analysis, Model, and Forecasting.- 19 Index Numbers and Stock Market Indexes.- 20 Sampling Surveys: Methods and Applications.- 21 Statistical Decision Theory: Methods and Applications.- 22 Introduction to EXCEL Programming.- 23 Introduction to VBA Programming.- 24 Professional Techniques Used in EXCEL and EXCEL VBA Techniques. - 25 Binomial Option Pricing Model Decision Tree Approach.- 26 using Microsoft Excel to Estimate Alternative Option Pricing Models.- 27 Alternative Methods to Estimate Implied Variance.- 28 Greek Letters and Portfolio Insurance.- 29 Portfolio Analysis and Option Strategies.- 30 Simulation and its Application.- 31 Application of Simultaneous Equation in Finance Research: Methods and Empirical Results.- 32 Hedge Ratios: Theory and Applications