Statistics and Finance An Introduction

Name: Statistics and Finance An Introduction
Price: 54.74 USD
Availability: InStock
ISBN: 9780387202709

ISBN-10: 0387202706

ISBN-13: 9780387202709

Edition: 2004

Authors: David Ruppert

List price: $199.99

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Description:

This textbook emphasizes the applications of statistics and probability to finance. Students are assumed to have had a prior course in statistics, but no background in finance or economics. The basics of probability and statistics 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 such as portfolio theory, CAPM, and the Black-Scholes formula, and it introduces the somewhat 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…

Book details

List price: $199.99
Copyright year: 2004
Publisher: Springer New York
Publication date: 3/30/2004
Binding: Hardcover
Pages: 474
Size: 6.10" wide x 9.25" long x 1.00" tall
Weight: 2.112
Language: English



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