Übersicht			Auf mobile öffnen

Lieferstatus:	i.d.R. innert 14-24 Tagen versandfertig
Veröffentlichung:	März 2004
Genre:	Schulbücher
ISBN:	9780387202709
EAN-Code:	9780387202709
Verlag:	Springer New York
Einband:	Gebunden
Sprache:	English
Serie:	Springer Texts in Statistics
Dimensionen:	H 241 mm / B 160 mm / D 33 mm
Gewicht:	922 gr
Seiten:	508
Zus. Info:	HC runder Rücken kaschiert
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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.