Buch, Englisch, 474 Seiten, HC runder Rücken kaschiert, Format (B × H): 160 mm x 241 mm, Gewicht: 1930 g
Reihe: Springer Texts in Statistics
An Introduction
Buch, Englisch, 474 Seiten, HC runder Rücken kaschiert, Format (B × H): 160 mm x 241 mm, Gewicht: 1930 g
Reihe: Springer Texts in Statistics
ISBN: 978-0-387-20270-9
Verlag: Springer
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.
Zielgruppe
Graduate
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Introduction.- Probability and Statistical Models.- Returns.- Time Series Models.- Portfolio Theory.- Regression.- The Capital Asset Pricing Model.- Options Pricing.- Fixed Income Securities.- Resampling.- Value-at-Risk.- GARCH models.- Nonparametric Regression and Splines.- Behavioral Finance.