Statistics and Data Analysis for Financial Engineering: An Introduction (BOK)

David Ruppert

939,00 93900
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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.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2006 Forfatter David Ruppert
Forlag
Springer
ISBN 9780387202709
Antall sider 658 Dimensjoner 15,6cm x 23,4cm x 2,6cm
Vekt 873 gram Leverandør Bertram Trading Ltd
Emner og form Finance, Probability & statistics