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

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

Econometrics

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

Product type: ABIS BOOK

Brand: Jumper

Product Specifications

Brand: Springer
Format: hardcover
ASIN: 0387202706
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 30 March 2004
Listed Since: 22 January 2007

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

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