£93.12

Springer Statistics and Finance: An Introduction (Springer Texts in Statistics)

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£121.15 £65.50 £77.64 £89.78 £101.93 £114.07 £126.21 26 April 2026 08 May 2026 21 May 2026 03 June 2026 16 June 2026

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13 days 19 days 5 days 4 days · current 2 days 9 days 0 5 10 14 19 £71 £77 £78 £93 £118 £121 Days at Price

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Price range: £71 - £121

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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.

Key Features

Statistics and Finance: An Introduction (Springer Texts in Statistics)

Product type: ABIS BOOK

Brand: Jumper

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
30 March 2004
Listed Since
22 January 2007

Barcode

No barcode data available

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