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Library of Congress Cataloging-in-Publication Data

Koop, Gary.

Analysis of financial data / by Gary Koop.

p. cm.

Includes bibliographical references and index.

ISBN-13 978-0-470-01321-2 (pbk. : alk. paper)

ISBN-10 0-470-01321-4 (pbk. : alk. paper)

1. Finance – Mathematical models. 2. Econometrics. I. Title.

HG106.K67 2006

332′.01′5195 – dc22

2005017245

British Library Cataloguing in Publication Data

A catalogue record for this book is available from the British Library

ISBN-13 978-0-470-01321-2

ISBN-10 0-470-01321-4

Typeset in 11 on 13pt Garamond Monotype by SNP Best-set Typesetter Ltd., Hong Kong

Printed and bound in Great Britain by Antony Rowe Ltd, Chippenham, Wiltshire

This book is printed on acid-free paper responsibly manufactured from sustainable forestry in which at least two trees are planted for each one used for paper production

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