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Statistics and finance : an introduction / David Ruppert.
- 作者： Ruppert, David 1948-
- 其他題名：
- Springer texts in statistics
- 出版： New York : Springer c2004.
- 叢書名： Springer texts in statistics
- 主題： Finance--Statistical methods. , Statistics.
- ISBN： 0387202706 (hbk.) :: US$102.66
- 書目註：Includes bibliographical references and index.
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讀者標籤：
- 系統號： 005110078 | 機讀編目格式
館藏資訊
This book emphasizes the applications of statistics and probability to finance. The basics of these subjects 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 and it introduces the 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. Those in the finance industry can use it for self-study.
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