Statistics and Finance An Introduction
List price: $109.00
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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 advanced undergraduates and masters students in statistics, engineering, and applied mathematics as well as quantitatively oriented MBA students. Those in the finance industry wishing to know more statistics could also use it for self-study.
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All the information you need in one place! Each Study Brief is a summary of one specific subject; facts, figures, and explanations to help you learn faster.
List price: $109.00
Copyright year: 2004
Publication date: 6/6/2006
Size: 6.25" wide x 9.50" long x 1.00" tall
|Probability and Statistical Models|
|Time Series Models|
|The Capital Asset Pricing Model|
|Fixed Income Securities|
|Nonparametric Regression and Splines|