Statistics and Finance: An Introduction (Springer Texts in

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

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.
Country USA
Brand Springer
Manufacturer Springer
Binding Hardcover
ItemPartNumber 12588257
ReleaseDate 2004-03-30
UnitCount 1
Format Illustrated
EANs 9780387202709

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