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Introduction to Probability and Statistics for Science, Engineering, and Finance - Tapa blanda

Rosenkrantz, Walter A.

 
9781032477787: Introduction to Probability and Statistics for Science, Engineering, and Finance
Tapa blanda
ISBN 10: 1032477784 ISBN 13: 9781032477787
Editorial: Chapman and Hall/CRC, 2023

Sinopsis

Integrating interesting and widely used concepts of financial engineering into traditional statistics courses, Introduction to Probability and Statistics for Science, Engineering, and Finance illustrates the role and scope of statistics and probability in various fields.

The text first introduces the basics needed to understand and create tables and graphs produced by standard statistical software packages, such as Minitab, SAS, and JMP. It then takes students through the traditional topics of a first course in statistics. Novel features include:

  • Applications of standard statistical concepts and methods to the analysis and interpretation of financial data, such as risks and returns
  • Cox–Ross–Rubinstein (CRR) model, also called the binomial lattice model, of stock price fluctuations
  • An application of the central limit theorem to the CRR model that yields the lognormal distribution for stock prices and the famous Black–Scholes option pricing formula
  • An introduction to modern portfolio theory
  • Mean-standard deviation diagram of a collection of portfolios
  • Computing a stock’s betavia simple linear regression

    • As soon as he develops the statistical concepts, the author presents applications to engineering, such as queuing theory, reliability theory, and acceptance sampling; computer science; public health; and finance. Using both statistical software packages and scientific calculators, he reinforces fundamental concepts with numerous examples.

    "Sinopsis" puede pertenecer a otra edición de este libro.

    Acerca del autor

    Walter A. Rosenkrantz

    "Sobre este título" puede pertenecer a otra edición de este libro.

    Editorial
    Chapman and Hall/CRC
    Año de publicación
    2023
    Idioma
    Inglés
    ISBN 10 
    1032477784
    ISBN 13 
    9781032477787
    Encuadernación
    Tapa blanda
    Número de edición
    1
    Número de páginas
    680
    Contacto del fabricante
    Taylor and Francis, GPSR Taylor and Francis
    gpsr@taylorandfrancis.com

    Taylor & Francis Verlag GmbH, Kaufingerstraße 24
    München
    80331
    Alemania