Statistics and Finance: An Introduction (Springer Texts in Statistics) - Tapa dura

Libro 18 de 103: Springer Texts in Statistics

Ruppert, David

 
9780387202709: Statistics and Finance: An Introduction (Springer Texts in Statistics)
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ISBN 10: 0387202706 ISBN 13: 9780387202709
Editorial: Springer, 2006

Sinopsis

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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Acerca del autor

David Ruppert is the Andrew Schultz, Jr. Professor of Engineering, School of Operations Research and Industrial Engineering, Cornell University.  He received a PhD in Statistics from Michigan State University in 1977 and taught for ten years in the Department of Statistics at the University of North Carolina at Chapel Hill.  He is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics and a winner of the Wilcoxon Prize for the best practical applications paper in Technometrics.  He is former Editor of the Institute of Mathematical Statistics's Lecture Notes-Monographs Series, former Associate Editor of The American Statistician and The Annals of Statistics, and currently Associate Editor of Biometrics and The Journal of the American Statistical Associate. He has published over 80 scientific papers and three books, Transformation and Weighting in Regression, Measurement Error in Nonlinear Models, and Semiparametric Regression.

De la contraportada

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. David Ruppert is the Andrew Schultz, Jr. Professor of Engineering, School of Operations Research and Industrial Engineering, Cornell University. He received a PhD in Statistics from Michigan State University in 1977 and taught for ten years in the Department of Statistics at the University of North Carolina at Chapel Hill. He is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics and a winner of the Wilcoxon Prize for the best practical applications paper in Technometrics. He is former Editor of the Institute of Mathematical Statistics's Lecture Notes-Monographs Series, former Associate Editor of The American Statistician and The Annals of Statistics, and currently Associate Editor of Biometrics and The Journal of the American Statistical Associate. He has published over 80 scientific papers and three books, Transformation and Weighting in Regression, Measurement Error in Nonlinear Models, and Semiparametric Regression.

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Editorial
Springer
Año de publicación
2006
Idioma
Inglés
ISBN 10 
0387202706
ISBN 13 
9780387202709
Encuadernación
Tapa dura
Número de páginas
500
Contacto del fabricante
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Alemania

Otras ediciones populares con el mismo título

9781475765847: Statistics and Finance: An Introduction (Springer Texts in Statistics)

Edición Destacada

ISBN 10:  1475765843 ISBN 13:  9781475765847
Editorial: Springer-Verlag New York Inc., 2013
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