| 书目名称 | Statistics and Finance | | 副标题 | An Introduction | | 编辑 | David Ruppert | | 视频video | | | 概述 | Can 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.Can also be use | | 丛书名称 | Springer Texts in Statistics | | 图书封面 |  | | 描述 | .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... | | 出版日期 | Textbook 2004 | | 关键词 | Bayesian statistics; portfolio management and the CAPM; regression and model diagnostics; risk manageme | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4419-6876-0 | | isbn_ebook | 978-1-4419-6876-0Series ISSN 1431-875X Series E-ISSN 2197-4136 | | issn_series | 1431-875X | | copyright | Springer Science+Business Media New York 2004 |
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发表于 2025-3-21 16:59:56
