Statistics and Finance: An Introduction

(Bog, Hardback, Engelsk)
Forfatter: David Ruppert



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Beskrivelse

This textbook emphasizes the applications of statistics and probability to finance. 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.

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Alle detaljer

Forlag Springer-Verlag New York Inc.
Forfatter David Ruppert
Type Bog
Format Hardback
Sprog Engelsk
Udgave 1st Corrected ed. 2004. Corr. 2nd printing 2006
Udgivelsesdato 30-03-2004
Første udgivelsesår 2004
Serie Springer Texts in Statistics
Illustrationer XXII, 474 p.
Originalsprog United States
Sideantal 474
Indbinding Hardback
Forlag Springer-Verlag New York Inc.
Sideoplysninger 474 pages, XXII, 474 p.
Mål 245 x 166 x 35
ISBN-13 / EAN-13 9780387202709