Statistics and Finance

Name: Statistics and Finance
Author: David Ruppert

An Introduction

Specificaties

Gebonden, 474 blz. | Engels

Springer | 1e druk, 2006

ISBN13: 9780387202709

Rubricering

Juridisch : Management

Springer 1e druk, 2006 9780387202709

Onderdeel van serie Springer Texts in Statistics

Verwachte levertijd ongeveer 9 werkdagen

192,99

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Samenvatting

This book emphasizes the applications of statistics and probability to finance. The basics of these subjects are reviewed and more advanced topics in statistics, such as regression, ARMA and GARCH models, the bootstrap, and nonparametric regression using splines, are introduced as needed. The book covers the classical methods of finance and it introduces the newer area of behavioral finance. Applications and use of MATLAB and SAS software are stressed. The book will serve as a text in courses aimed at advanced undergraduates and masters students. Those in the finance industry can use it for self-study.

Specificaties

ISBN13:9780387202709

Taal:Engels

Bindwijze:gebonden

Aantal pagina's:474

Uitgever:Springer

Druk:1

Verschijningsdatum:6-6-2006

Hoofdrubriek:Management

Serie:Springer Texts in Statistics

Inhoudsopgave

Introduction.- Probability and Statistical Models.- Returns.- Time Series Models.- Portfolio Theory.- Regression.- The Capital Asset Pricing Model.- Options Pricing.- Fixed Income Securities.- Resampling.- Value-at-Risk.- GARCH models.- Nonparametric Regression and Splines.- Behavioral Finance.